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2007-36

On Asymptotic Properties of Generalized Multivariate Rank Statistics

by Christoph, G., Malov, S. V..


Series: 2007-36, 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.