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Linear rank score statistics when ties are present

Author

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  • Munzel, Ullrich

Abstract

The normalized versions of distribution functions are used to derive an asymptotic theory for rank statistics including ties. A mixed model which permits almost arbitrary dependencies is considered. Moreover, a Chernoff-Savage theorem in the presence of ties is proven.

Suggested Citation

  • Munzel, Ullrich, 1999. "Linear rank score statistics when ties are present," Statistics & Probability Letters, Elsevier, vol. 41(4), pages 389-395, February.
  • Handle: RePEc:eee:stapro:v:41:y:1999:i:4:p:389-395
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    Cited by:

    1. Konietschke, F. & Bathke, A.C. & Hothorn, L.A. & Brunner, E., 2010. "Testing and estimation of purely nonparametric effects in repeated measures designs," Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 1895-1905, August.
    2. Nowak, Claus P. & Konietschke, Frank, 2021. "Simultaneous inference for Kendall’s tau," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
    3. Dennis Dobler & Sarah Friedrich & Markus Pauly, 2020. "Nonparametric MANOVA in meaningful effects," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(4), pages 997-1022, August.
    4. Martínez-Camblor, Pablo, 2010. "Nonparametric k-sample test based on kernel density estimator for paired design," Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 2035-2045, August.
    5. Gunawardana, Asanka & Konietschke, Frank, 2019. "Nonparametric multiple contrast tests for general multivariate factorial designs," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 165-180.
    6. Bathke, Arne C. & Harrar, Solomon W. & Madden, Laurence V., 2008. "How to compare small multivariate samples using nonparametric tests," Computational Statistics & Data Analysis, Elsevier, vol. 52(11), pages 4951-4965, July.
    7. Konietschke, F. & Harrar, S.W. & Lange, K. & Brunner, E., 2012. "Ranking procedures for matched pairs with missing data — Asymptotic theory and a small sample approximation," Computational Statistics & Data Analysis, Elsevier, vol. 56(5), pages 1090-1102.
    8. Harrar, Solomon W. & Bathke, Arne C., 2008. "Nonparametric methods for unbalanced multivariate data and many factor levels," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1635-1664, September.
    9. Edgar Brunner & Frank Konietschke & Markus Pauly & Madan L. Puri, 2017. "Rank-based procedures in factorial designs: hypotheses about non-parametric treatment effects," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1463-1485, November.

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