The Annals of Statistics
- Ann. Statist.
- Volume 24, Number 3 (1996), 1371-1385.
Linear rank statistics, finite sampling, permutation tests and Winsorizing
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.
Ann. Statist., Volume 24, Number 3 (1996), 1371-1385.
First available in Project Euclid: 20 September 2002
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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