The Annals of Statistics

Linear rank statistics, finite sampling, permutation tests and Winsorizing

Galen R. Shorack

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Abstract

Asymptotic normality and a representation of all possible subsequential limiting distributions of a simple linear rank statistic are obtained. This is then applied to finite sampling and permutation tests for slope coefficients. The effects of Winsorizing in these situations are considered carefully. Of particular interest regarding slope coefficients is that either using normal score regression constants or Winsorizing slowly increasing numbers of the population values will guarantee asymptotic normality.

Article information

Source
Ann. Statist., Volume 24, Number 3 (1996), 1371-1385.

Dates
First available in Project Euclid: 20 September 2002

Permanent link to this document
https://projecteuclid.org/euclid.aos/1032526974

Digital Object Identifier
doi:10.1214/aos/1032526974

Mathematical Reviews number (MathSciNet)
MR1401855

Zentralblatt MATH identifier
0862.62017

Subjects
Primary: 60F05: Central limit and other weak theorems
Secondary: 62E20: Asymptotic distribution theory

Keywords
Winsorizing regression constants.

Citation

Shorack, Galen R. Linear rank statistics, finite sampling, permutation tests and Winsorizing. Ann. Statist. 24 (1996), no. 3, 1371--1385. doi:10.1214/aos/1032526974. https://projecteuclid.org/euclid.aos/1032526974


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  • DEPARTMENT OF STATISTICS, 354-322 UNIVERSITY OF WASHINGTON B313 PADELFORD HALL
  • SEATTLE, WASHINGTON 98195 E-MAIL: galen@stat.washington.edu