Accession Number:
AD0768366
Title:
Asymptotic Linearity of Wilcoxon Signed-Rank Statistics,
Descriptive Note:
Corporate Author:
CALIFORNIA UNIV BERKELEY DEPT OF STATISTICS
Personal Author(s):
Report Date:
1973-09-11
Pagination or Media Count:
31.0
Abstract:
In an earlier paper the author proved that a stochastic process related to a special Wilcoxon signed-rank statistic converges weakly to a linear process. In this paper it is shown that this property still applies to more general processes, more precisely to processes derived from Wilcoxon signed-rank statistics in the case of linear regression with one parameter. Author
Descriptors:
Subject Categories:
- Statistics and Probability