Jaroslav Hájek and asymptotic theory of rank tests
Kybernetika, Tome 31 (1995) no. 3, pp. 239-250 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 01A70, 62G10, 62G20
@article{KYB_1995_31_3_a3,
     author = {Jure\v{c}kov\'a, Jana},
     title = {Jaroslav {H\'ajek} and asymptotic theory of rank tests},
     journal = {Kybernetika},
     pages = {239--250},
     year = {1995},
     volume = {31},
     number = {3},
     mrnumber = {1337979},
     zbl = {0839.62056},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1995_31_3_a3/}
}
TY  - JOUR
AU  - Jurečková, Jana
TI  - Jaroslav Hájek and asymptotic theory of rank tests
JO  - Kybernetika
PY  - 1995
SP  - 239
EP  - 250
VL  - 31
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/KYB_1995_31_3_a3/
LA  - en
ID  - KYB_1995_31_3_a3
ER  - 
%0 Journal Article
%A Jurečková, Jana
%T Jaroslav Hájek and asymptotic theory of rank tests
%J Kybernetika
%D 1995
%P 239-250
%V 31
%N 3
%U http://geodesic.mathdoc.fr/item/KYB_1995_31_3_a3/
%G en
%F KYB_1995_31_3_a3
Jurečková, Jana. Jaroslav Hájek and asymptotic theory of rank tests. Kybernetika, Tome 31 (1995) no. 3, pp. 239-250. http://geodesic.mathdoc.fr/item/KYB_1995_31_3_a3/

[1] J. Hájek: Some extensions of the Wald-Wofowitz-Noether theorem. Ann. Math. Statist. 32 (1961), 506-523. | MR

[2] J. Hájek: Asymptotically most powerful rank order tests. Ann. Math. Statist. 33 (1962), 1124-1147. | MR

[3] J. Hájek: Extension of the Kolmogorov-Smirnov test to the regression alternatives. Bernoulli-Bayes-Laplace. In: Proc. Internat. Research Seminar (J. Neyman and L. LeCam, eds.), Springer-Verlag, Berlin 1965, pp. 45-60. | MR

[4] J. Hájek: Locally most powerful tests of independence. In: Studies in Math. Statist. (K. Sarkadi and I. Vincze, eds.), Akademiai Kiado, Budapest 1968, pp. 45-51. | MR

[5] J. Hájek: Some new results in the theory of rank tests. In: Studies in Math. Statist. (K. Sarkadi and I. Vincze, eds.), Akademiai Kiado, Budapest 1968, pp. 53-55. | MR

[6] J. Hájek: Asymptotic normality of simple linear rank statistics under alternatives. Ann. Math. Statist. 39 (1968), 325-346. | MR

[7] J. Hájek: A Course in Nonparametric Statistics. Holden-Day, San Francisco 1969. | MR

[8] J. Hájek: Miscellaneous problems of rank test theory. In: Nonparam. Techniques in Statist. Inference (M.L. Puri, ed.), Cambridge Univ. Press 1970, pp. 3-19. | MR

[9] J. Hájek: Asymptotic sufficiency of the vector of ranks in the Bahadur sense. Ann. Statist. 2 (1974), 75-83. | MR

[10] J. Hájek, Z. Šidák: Theory of Rank Tests. Academia, Prague and Academic Press, New York 1967. (Russian translation: Nauka, Moscow 1971.) | MR

[11] J. Hájek, V. Dupač: Asymptotic normality of simple linear rank statistics under alternatives II. Ann. Math. Statist. 40 (1969), 1992-2017. | MR

[12] J. Hájek, V. Dupač: Asymptotic normality of the Wilcoxon statistic under divergent alternatives. Zastos. Mat. 10 (1969), 171-178. | MR

[13] H. Chernoff, I. R. Savage: Asymptotic normahty and efficiency of certain nonparametric test statistics. Ann. Math. Statist. 29 (1958), 972-994. | MR

[14] M. D. Donsker: Justification and extension of Doob's heuristic approach to the Kolmogorov-Smirnov theorems. Ann. Math. Statist. 23 (1952), 277-281. | MR | Zbl

[15] J. L. Doob: Heuristic approach to the Kolmogorov-Smirnov theorems. Ann. Math. Statist. 20 (1949), 393-403. | MR | Zbl

[16] M. Driml: Convergence of compact measures on metric spaces. In: Trans. 2nd Prague Conference on Inform. Theory, NČSAV, Prague 1959, pp. 71-92. | MR

[17] M. Dwass: On the asymptotic normahty of certain rank order statistics. Ann. Math. Statist. 24 (1953), 303-306. | MR

[18] M. Dwass: On the asymptotic normahty of some statistics used in non-parametric setup. Ann. Math. Statist. 26 (1955), 334-339. | MR

[19] Z. Govindarajulu L. LeCam, M. Raghavachari: Generalizations of theorems of Chernoff and Savage on the asymptotic normality of test statistics. In: Proc. 5th Berkeley Symp. Math. Statist. Probab. 1 (1966), pp. 609-638. | MR

[20] C. Gutenbrunner, J. Jurečková: Regression rank scores and regression quantiles. Ann. Statist. 20 (1992), 305-330. | MR

[21] C. Gutenbrunner J. Jurečková R. Koenker, S. Portnoy: Tests of linear hypotheses based on regression rank scores. J. Nonpar. Statist. 2 (1993), 307-331. | MR

[22] W. Hoeffding: A combinatorial central hmit theorem. Ann. Math. Statist. 22 (1951) 558-566. | MR

[23] J. Jurečková: Uniform asymptotic linearity of regression rank scores process. In: Nonpar. Statist. Rel. Topics (A. K. Md. E. Saleh, ed.), Elsevier Sci. Publ. 1992, pp. 217-228. | MR

[24] J. Jurečková: Tests of Kolmogorov-Smirnov type based on regression rank scores. In: Trans. 11th Prague Conference on Inform. Theory (J.A.Visek, ed.), Academia, Prague and Kluwer Acad. Publ. 1992, pp. 41-49.

[25] R. Koenker, G. Bassett: Regression quantiles. Econometrica 46 (1978), 33-50. | MR | Zbl

[26] M. Motoo: On the Hoeffding's combinatorial central limit theorem. Ann. Inst. Statist. Math. 5 (1957), 145-154. | MR | Zbl

[27] G. E. Noether: On a theorem of Wald and Wolfowitz. Ann. Math. Statist. 20 (1949), 455-458.

[28] Ju. V. Prochorov: Convergence of stochastic processes and limiting theorems of probability theory. Theory Probab. 1 (1956), 177-238.

[29] R. Pyke, G. R. Shorack: Weak convergence of a two-sample empirical process and anew approach to Chernoff-Savage theorems. Ann. Math. Statist. 59(1968), 755-771.

[30] M. Raghavachari: On a theorem of Bahadur on the rate of convergence of tests statistics. Ann. Math. Statist. 41 (1970), 1695-1699.

[31] D. Ruppert, R. J. Carroll: Trimmed least squares estimation in the linear model. J. Amer. Statist. Assoc. 15 (1980), 828-838. | Zbl

[32] A. Wald, J. Wolfowitz: Statistical tests based on permutations of the observations. Ann. Math. Statist. 15 (1944), 358-372. | Zbl

[33] G. Woodworth: Large deviations and Bahadur efficiency in linear rank statistic. Ann. Math. Statist. 41 (1970), 251-283.