A Two-dimensional Functional Permutational Central
نویسنده
چکیده
Some two-dimensional time-parameter stochastic processes are constructed from a sequence of linear rank statistics by considering their projections on the spaces generated by the (double) sequence of anti-ranks. Under appropriate regularity conditions, it is shown that these processes weakly converge to Brownian sheets in the Skorokhod Jl-topology on the D2 [0,ll space. This unifies and extends earlier one-dimensional invariance principles for linear rank statistics to the two-dimensional case. AMS 1970 Classification Nos: 60BlO, 60F05 and 62G99.
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تاریخ انتشار 2008