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Serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality

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Author Info
Werker, B.
Vermandele, C.
Hallin, M. (Tilburg University, Center for Economic Research)

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Abstract

The classical theory of rank-based inference is entirely based either on ordinary ranks, which do not allow for considering location nor intercept parameters, or on signed ranks, which require an assumption of symmetry. If the median, in the absence of a symmetry assumption, is considered as a location parameter, the maximal invariance property of ordinary ranks is lost to the ranks and the signs. As shown in Hallin and Werker (2003), conditioning on a maximal invariant in such situations is essential if semiparametric efficiency is to be reached. This new maximal invariant thus suggests a new class of statistics, based on ordinary ranks and signs. An asymptotic representation theory a la H ajek is developed here for such statistics, both in the nonserial and in the serial case. The corresponding asymptotic normality results clearly show how the signs are adding a separate contribution to the asymptotic variance, hence, potentially, to asymptotic e ciency. Applications to semiparametric inference in regression and time series models with median restrictions are treated in detail in a companion paper (Hallin, Werker, and Vermandele 2003).

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 23.

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Date of creation: 2003
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Handle: RePEc:dgr:kubcen:200323

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  1. Hallin, Marc & Puri, Madan L., 1991. "Time series analysis via rank order theory: Signed-rank tests for ARMA models," Journal of Multivariate Analysis, Elsevier, vol. 39(1), pages 1-29, October. [Downloadable!] (restricted)
  2. Horowitz J.L. & Spokoiny V.G., 2002. "An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 822-835, September. [Downloadable!] (restricted)
  3. Dufour, J.M., 1981. "Rank Tests for Serial Dependence," Cahiers de recherche 8127, Universite de Montreal, Departement de sciences economiques.
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  4. Hallin, M. & Puri, M.L., 1992. "Rank Tests for Time Series Analysis , A Survey," Papers 9210, Universite Libre de Bruxelles - C.E.M.E..
  5. Hallin, M. & Puri, M. L., 1994. "Aligned Rank Tests for Linear Models with Autocorrelated Error Terms," Journal of Multivariate Analysis, Elsevier, vol. 50(2), pages 175-237, August. [Downloadable!] (restricted)
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  6. Dufour, J.M. & Lepage, Y. & Zeidan, H., 1980. "Nonparametric Testing for Time Series: a Bibliography," Cahiers de recherche 8051, Universite de Montreal, Departement de sciences economiques.
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  1. Werker, B.J.M. & Vermandele, C. & Hallin, M., 2004. "Semiparametrically efficient inference based on signs and ranks for median restricted models," Discussion Paper 11, Tilburg University, Center for Economic Research. [Downloadable!]
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