Stationary time series, quantile functions, nonparametric inference and rank transform spectrum /

Bibliographic Details
Main Author:	Harpaz, Avraham
Other Authors:	Lacey, H. E. (degree committee member.), Longnecker, M. T. (degree committee member.), Newton, H. J. (degree committee member.), Wehrly, T. E. (degree committee member.)
Format:	Thesis Book
Language:	English
Published:	1985.
Subjects:	Asymptotic distribution (Probability theory) Nonparametric statistics. Time-series analysis. Major statistics. Academic theses
Online Access:	Link to ProQuest copy Link to OAKTrust copy

Description
Abstract:	In this dissertation, weak convergence results for dependent sequences are used to derive the asymptotic distribution of linear rank statistics for the two sample problem. It is shown that the asymptotic variance of linear rank statistics when computed from two independent time series depends on the spectrum of the rank transform time series. The behavior of the rank transform spectrum in terms of its relations to the original spectrum is also empirically examined.
Item Description:	"Major subject: Statistics." Typescript (photocopy). Vita.
Physical Description:	ix, 68 leaves : illustrations ; 29 cm
Bibliography:	Includes bibliographical references (leaves 66-67).