Ask a Question

Prefer a chat interface with context about you and your work?

An Edgeworth Expansion for Simple Linear Rank Statistics Under the Null-Hypothesis

An Edgeworth Expansion for Simple Linear Rank Statistics Under the Null-Hypothesis

An Edgeworth expansion with remainder $o(N^{-1})$ is established for simple linear rank statistics under the null-hypothesis. The theorem is proved for a wide class of scores generating functions which includes the normal quantile function.