Cramér type large deviations for generalized rank statistics

Munsup Seoh; Stefan S. Ralescu; Madan L. Puri

Cramér type large deviations for generalized rank statistics

Munsup Seoh, Stefan S. Ralescu, Madan L. Puri

Mathematics and Statistics

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Abstract

A Cramér type large deviation theorem is proved under alternatives as well as under hypothesis for the generalized linear rank statistic which includes as special cases (unsigned) linear rank statistics, signed linear rank statistics, linear combination of functions of order statistics, and a rank combinatorial statistic.

Original language	English
Title of host publication	Probability Theory and Extreme Value Theory
Editors	Madan Lal Puri
Publisher	De Gruyter Mouton
Pages	80-90
Number of pages	11
Volume	2
ISBN (Electronic)	9783110917826
ISBN (Print)	9789067643856
State	Published - 2003

ASJC Scopus Subject Areas

General Mathematics

Keywords

Large deviation probabilities
Linear rank statistics
Order statistics
Rank combinatorial statistic

Cite this

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KW - Rank combinatorial statistic

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PB - De Gruyter Mouton

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Cramér type large deviations for generalized rank statistics

Abstract

ASJC Scopus Subject Areas

Keywords

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Cite this