Abstract
Results of Chernoff-Savage (1958) and Govindarajulu-LeCam-Raghavachari (1966) are extended from the two-sample case to the general regression case and, simultaneously, the conditions on the scores-generating function are relaxed. The main results are stated in Section 2 and their proofs are given in Section 5. Sections 3 and 4 contain auxiliary propositions, on which the methods of the present paper are based. Section 6 includes a counterexample, showing that the theorem cannot be extended to discontinuous scores-generating functions.
Citation
Jaroslav Hajek. "Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives." Ann. Math. Statist. 39 (2) 325 - 346, April, 1968. https://doi.org/10.1214/aoms/1177698394
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