U-Statistics based on spacings

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U-Statistics Based on Spacings

In this paper, we investigate the asymptotic theory for U -statistics based on sample spacings, i.e. the gaps between successive observations. The usual asymptotic theory for U -statistics does not apply here because spacings are dependent variables. However, under the null hypothesis, the uniform spacings can be expressed as conditionally independent Exponential random variables. We exploit th...

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ژورنال

عنوان ژورنال: Journal of Statistical Planning and Inference

سال: 2012

ISSN: 0378-3758

DOI: 10.1016/j.jspi.2011.09.007