Asymptotic behaviour of linear rank statistics for the two-sample problem
Słowa kluczowe:
Two-sample problem, linear rank statistics, Hungarian construction, moderate deviations, local alternatives, asymptotic distribution, asymptotic normalityAbstrakt
Applying the strong approximation technique we present a unified approach to asymptotic results for multivariate linear rank statistics for the two-sample problem. We reprove asymptotic normality of these statistics under the null hypothesis and under local alternatives convergent at a moderate rate to the null hypothesis. We also provide a moderate deviation theorem for these statistics under the null hypothesis. Proofs are short and use natural argumentation.
