Asymptotic Properties of Generalized Multivariate Rank Statistics

被引：0

作者：

Christoph, Gerd ^{[2
]}

Malov, Sergey V. ^{[1
,3
]}

机构：

[1] St Petersburg Electrotech Univ, Dept Math, St Petersburg 197376, Russia

[2] Univ Magdeburg, Fac Math, D-39106 Magdeburg, Germany

[3] St Petersburg State Univ, Fac Biol & Soil Sci, Lab Bioinformat, St Petersburg, Russia

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2012年 / 41卷 / 12期

关键词：

Independent censoring; Kaplan-Meier estimator; Linear rank statistics; Multivariate rank statistics; Right-censored data; NONPARAMETRIC TESTS; ORDER-STATISTICS; INDEPENDENCE; DISTRIBUTIONS; ESTIMATORS; NORMALITY;

D O I：

10.1080/03610926.2011.558662

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article discusses generalization of the well-known multivariate rank statistics under right-censored data case. Empirical process representation used to get the generalization. The marginal distribution functions are estimated by Kaplan-Meier estimators. Sufficient conditions for asymptotic normality of the generalized multivariate rank statistics under independently right censored data are specified. Several auxiliary results on sup-norm convergence of Kaplan-Meier estimators in randomly exhausting regions are given too.

引用

页码：2133 / 2159

页数：27

共 50 条

[1] Asymptotic properties of generalized multivariate rank statistics
Christoph, Gerd
Malov, Sergey V.
[J]. Communications in Statistics - Theory and Methods, 2012, 41 (10-12) : 2133 - 2159
[2] ASYMPTOTIC DISTRIBUTIONS OF MULTIVARIATE RANK ORDER STATISTICS
RUSCHENDORF, L
[J]. ANNALS OF STATISTICS, 1976, 4 (05): : 912 - 923
[3] ASYMPTOTIC DISTRIBUTION OF A CLASS OF MULTIVARIATE RANK ORDER STATISTICS
SEN, PK
[J]. CALCUTTA STATISTICAL ASSOCIATION BULLETIN, 1970, 19 (73): : 23 - &
[4] Asymptotic linearity of serial and nonserial multivariate signed rank statistics
Hallin, M
Paindaveine, D
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2006, 136 (01) : 1 - 32
[5] INFERENCE IN A MULTIVARIATE GENERALIZED EXTREME VALUE MODEL - ASYMPTOTIC PROPERTIES OF 2 TEST STATISTICS
GOMES, MI
ALPUIM, MT
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 1986, 13 (04) : 291 - 300
[6] ASYMPTOTIC-DISTRIBUTION OF RANK STATISTICS UNDER DEPENDENCIES WITH MULTIVARIATE APPLICATION
THOMPSON, GL
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1990, 33 (02) : 183 - 211
[7] Asymptotic Properties of Multivariate Order Statistics with Random Index
H. M. Barakat
E. M. Nigm
M. A. Al-Awady
[J]. Bulletin of the Malaysian Mathematical Sciences Society, 2015, 38 : 289 - 301
[8] Asymptotic Properties of Multivariate Order Statistics with Random Index
Barakat, H. M.
Nigm, E. M.
Al-Awady, M. A.
[J]. BULLETIN OF THE MALAYSIAN MATHEMATICAL SCIENCES SOCIETY, 2015, 38 (01) : 289 - 301
[9] ASYMPTOTIC NORMALITY OF MULTIVARIATE LINEAR RANK STATISTICS IN NON-IID CASE
RUYMGAART, FH
VANZUIJLEN, MCA
[J]. ANNALS OF STATISTICS, 1978, 6 (03): : 588 - 602
[10] ASYMPTOTIC THEORY OF RANK STATISTICS
KHMALADZE, EV
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1980, 25 (03) : 648 - 649

← 1 2 3 4 5 →