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Lp nonuniform bounds for asymptotic normality of linear rank statistics

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  • Wu, Tiee-Jian

Abstract

An Lp, 1 [less-than-or-equals, slant] p [less-than-or-equals, slant] [infinity], nonuniform central limit order bound O(N-1/2) for simple linear rank statistics is obtained. The theorem is proved for a wide class of scores including the van der Waerden scores and the Wilcoxon scores. It extends and improves some known results obtained in this direction.

Suggested Citation

  • Wu, Tiee-Jian, 1990. "Lp nonuniform bounds for asymptotic normality of linear rank statistics," Statistics & Probability Letters, Elsevier, vol. 9(4), pages 361-365, April.
    • Handle: RePEc:eee:stapro:v:9:y:1990:i:4:p:361-365
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