On the continuity of invariant statistics
Applications of Mathematics, Tome 23 (1978) no. 5, pp. 381-388
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The aim of this paper is to establish theorems on the absolute continuity of translation as well as scale invariant statistics in general, from which the related results by Hodges-Lehmann and Puri-Sen follow. The continuity relations between the joint cdf of a random vector and its marginal cdf's are also considered.
The aim of this paper is to establish theorems on the absolute continuity of translation as well as scale invariant statistics in general, from which the related results by Hodges-Lehmann and Puri-Sen follow. The continuity relations between the joint cdf of a random vector and its marginal cdf's are also considered.
DOI : 10.21136/AM.1978.103763
Classification : 60E05, 62A01, 62A05, 62E15, 62G05
Keywords: continuity of invariant statistics; translation invariant statistic; scale invariant statistics; joint distribution; marginal distribution
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Ho, Nguyen Van. On the continuity of invariant statistics. Applications of Mathematics, Tome 23 (1978) no. 5, pp. 381-388. doi: 10.21136/AM.1978.103763

[1] P. J. Bickel E. L. Lehmann: Descriptive statistics for nonparametric models. I. Introduction. Ann. Statist. (1975), V. 3, N. 5, 1038-1044. | MR

[2] P. J. Bickel E. L. Lehmann: Descriptive statistics for nonparametric models. II. Location. Ann. Statist. (1975), V. 3, N. 5, 1045-1069. | MR

[3] J. L. Hodges, Jr. E. L. Lehmann: Estimates of location based on rank tests. Ann. Math. Stat. (1963), V. 34, 598-611. | DOI | MR

[4] M. L. Puri P. K. Sen: Nonparametric methods in multivariate analysis. New York, 1971. | MR

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