Abstract
An Edgeworth expansion with remainder $o(N^{-1})$ is established for simple linear rank statistics under the null-hypothesis. The theorem is proved for a wide class of scores generating functions which includes the normal quantile function.
Citation
Ronald J. M. M. Does. "An Edgeworth Expansion for Simple Linear Rank Statistics Under the Null-Hypothesis." Ann. Statist. 11 (2) 607 - 624, June, 1983. https://doi.org/10.1214/aos/1176346166
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