Weak Convergence of a Two-Sample Empirical Process and a Chernoff-Savage Theorem for $|phi$-Mixing Sequences
φ混合序列的双样本经验过程弱收敛与Chernoff–Savage定理
Using Pyke-Shorack (Ann. Math. Statist. (1968) 755-771) approach, based on weak-convergence properties of empirical processes, a Chernoff-Savage theorem concerning the asymptotic normality of two-sample linear rank statistics is proved for stationary $\phi$-mixing sequences $\{X_m\}$ and $\{Y_n\}$ of rv's. This main result (Theorem 4.1) is almost as strong as proved by Pyke and Shorack for sequences of independent rv's. The basic tool employed is the following new result…