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Weak convergence of the linear rank statistics under strong mixing conditions

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  • Tabacu, Lucia

Abstract

We obtain the asymptotic distribution of the linear rank statistics under weak dependence. We consider a sequence of strong mixing random vectors with unequal dimensions and show the asymptotic normality of the rank statistics based on overall ranking.

Suggested Citation

  • Tabacu, Lucia, 2018. "Weak convergence of the linear rank statistics under strong mixing conditions," Statistics & Probability Letters, Elsevier, vol. 132(C), pages 28-34.
    • Handle: RePEc:eee:stapro:v:132:y:2018:i:c:p:28-34
    DOI: 10.1016/j.spl.2017.09.001
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    References listed on IDEAS

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    1. Dehling, Herold & Wendler, Martin, 2010. "Central limit theorem and the bootstrap for U-statistics of strongly mixing data," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 126-137, January.
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