Asymptotic Normality of Multivariate Linear Rank Statistics in the Non-I.I.D. Case
非独立同分布情形下多元线性秩统计量的渐近正态性
Asymptotic normality is established for multivariate linear rank statistics of general type in the non-i.i.d. case covering null hypotheses as well as almost arbitrary alternatives. The functions generating the regression constants and the scores are allowed to have a finite number of discontinuities of the first kind, and to tend to infinity near 0 and 1. The proof is based on properties of empirical df's in the non-i.i.d. case and is patterned on the 1958 Chernoff-Savage…