The Annals of Mathematical Statistics

Weak Convergence of Weighted Empirical Cumulatives Based on Ranks

Hira Lal Koul and Robert G. Staudte, Jr.

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Abstract

The weak convergence of weighted empirical cumulatives based on the ranks of independent, not necessarily identically distributed, observations to a continuous Gaussian process is proved. The results contain a shorter proof of a central limit theorem by Dupac and Hajek (1969) Ann. Math. Statist. Analogous results are proved for signed rank processes.

Article information

Source
Ann. Math. Statist., Volume 43, Number 3 (1972), 832-841.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177692549

Digital Object Identifier
doi:10.1214/aoms/1177692549

Mathematical Reviews number (MathSciNet)
MR317462

Zentralblatt MATH identifier
0243.62033

JSTOR
links.jstor.org

Citation

Koul, Hira Lal; Staudte, Robert G. Weak Convergence of Weighted Empirical Cumulatives Based on Ranks. Ann. Math. Statist. 43 (1972), no. 3, 832--841. doi:10.1214/aoms/1177692549. https://projecteuclid.org/euclid.aoms/1177692549


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