07-36
On Asymptotic Properties of Generalized Multivariate Rank Statistics
by Christoph, G.; Malov, S. V.
Preprint series: 07-36, Preprints
- MSC:
- 62G05 Estimation
- 62G20 Asymptotic properties
- 62H20 Measures of association (correlation, canonical correlation, etc.)
Abstract: We consider generalization of the well-known multivariate rank statistics under right censored data case, where empirical process representation is used to get the generalization. The marginal distribution functions are estimated by Kaplan-Meier estimators. Further, we obtain asymptotic properties of the generalized multivariate rank statistics under independently right censored data. Several results on sup-norm convergence of Kaplan-Meier estimators in randomly exhausting regions will also be given.
Keywords: Multivariate Rank Statistics, Linear Rank Statistics, Right Censored Data, Independent Censoring, Kaplan-Meier Estimator.
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