Asymptotic Linearity of Wilcoxon Signed-Rank Statistics,
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)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 11, 1973
- Accession Number
- AD0768366
Entities
People
- Andre Antille
Organizations
- University of California, Berkeley