Abstract
Rank statistics for multivariate designs of independent random vectors of varying dimension are shown to be asymptotically normal, even in case the dimensions tend to infinity. The asymptotic variance is estimated consistently. The result extends those by various other authors and applies to simple linear rank statistics as well as to signed rank statistics which can be handled as a special case of simple linear rank statistics under dependence.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
