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June 1996 Linear rank statistics, finite sampling, permutation tests and Winsorizing
Galen R. Shorack
Ann. Statist. 24(3): 1371-1385 (June 1996). DOI: 10.1214/aos/1032526974


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.


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Galen R. Shorack. "Linear rank statistics, finite sampling, permutation tests and Winsorizing." Ann. Statist. 24 (3) 1371 - 1385, June 1996.


Published: June 1996
First available in Project Euclid: 20 September 2002

zbMATH: 0862.62017
MathSciNet: MR1401855
Digital Object Identifier: 10.1214/aos/1032526974

Primary: 60F05
Secondary: 62E20

Keywords: regression constants. , winsorizing

Rights: Copyright © 1996 Institute of Mathematical Statistics

Vol.24 • No. 3 • June 1996
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