Cramer Type Large Deviations for Generalized Rank Statistics

Munsup Seoh; Stegan S Ralescu; Madan L Puri

doi:10.1214/aop/1176993070

Cramer Type Large Deviations for Generalized Rank Statistics

Munsup Seoh, Stegan S Ralescu, Madan L Puri

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

A Cramer 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	American English
Pages (from-to)	115-125
Journal	Annals of Probability
Volume	13
Issue number	1
DOIs	https://doi.org/10.1214/aop/1176993070
State	Published - Feb 1985

Keywords

Large Deviation Probabilities
Linear Rank Statistics
Order Statistics
Rank combinatorial statistic

Disciplines

Applied Mathematics
Applied Statistics
Mathematics

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10.1214/aop/1176993070License: Unspecified

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title = "Cramer Type Large Deviations for Generalized Rank Statistics",

abstract = " A Cramer 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.",

keywords = "Large Deviation Probabilities, Linear Rank Statistics, Order Statistics, Rank combinatorial statistic",

author = "Munsup Seoh and Ralescu, {Stegan S} and Puri, {Madan L}",

year = "1985",

month = feb,

doi = "10.1214/aop/1176993070",

language = "American English",

volume = "13",

pages = "115--125",

journal = "Annals of Probability",

number = "1",

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TY - JOUR

T1 - Cramer Type Large Deviations for Generalized Rank Statistics

AU - Seoh, Munsup

AU - Ralescu, Stegan S

AU - Puri, Madan L

PY - 1985/2

Y1 - 1985/2

N2 - A Cramer 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.

AB - A Cramer 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.

KW - Large Deviation Probabilities

KW - Linear Rank Statistics

KW - Order Statistics

KW - Rank combinatorial statistic

UR - https://corescholar.libraries.wright.edu/math/30

U2 - 10.1214/aop/1176993070

DO - 10.1214/aop/1176993070

M3 - Article

VL - 13

SP - 115

EP - 125

JO - Annals of Probability

JF - Annals of Probability

IS - 1

ER -

Cramer Type Large Deviations for Generalized Rank Statistics

Abstract

Keywords

Disciplines

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