Stochastic Integrals of Weighted Empirical Processes and an Application to the Limiting Distribution of Linear Rank Statistics under Alternatives.
INDIANA UNIV BLOOMINGTON DEPT OF MATHEMATICS
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The phenomenon of Gaussian noise is examined by viewing it as the limiting action of a sequence of disturbances caused by finitely many random variables acting on a certain function space. A central limit theorem for white noise is proved. A connection between such noise phenomenon and the asymptotic behavior of certain rank statistics is exposed.
- Statistics and Probability