Motoo's combinatorial central limit theorem for serial rank statistics

David M. Mason and Tatyana S. Turova

Department of Mathematical Statistics,
Lund Institute of Technology,
Lund University,
1998

ISSN 0281-1944
ISRN LUNFD6/NFMS--3199--SE

Abstract:

We shall use the Stein method to prove a general Motoo type combinatorial central limit theorem for functions of serial rank statistics. Basic to our approach will be the underlying graph structure of serial ranks. In the process we shall obtain minimal conditions for the asymptotic normality of Wald-Wolfowitz-type serial rank statistics.

Key words:

random graphs, rank statistics, serial ranks