Asymptotic Behaviour of Linear Rank Statistics for the Two-sample Problem
نویسندگان
چکیده
Applying the strong approximation technique we present a unified approach to asymptotic results for multivariate linear rank statistics for the two-sample problem. We reprove asymptotic normality of these statistics under the null hypothesis and under local alternatives convergent at a moderate rate to the null hypothesis. We also provide a moderate deviation theorem for these statistics under the null hypothesis. Proofs are short and use natural argumentation. 2000 AMS Mathematics Subject Classification: Primary: 62E20; Secondary: 62G20, 60F15, 60F05, 60F10.
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تاریخ انتشار 2012