Abstract
Let {X ni , F ni } be as in (2.2.23) and {c ni } be p × 1 real vectors. The rank and the absolute rank of the ith residual for 1 ≤ i ≤ n, u ∈ ℝp, are defined, respectively, as
% MathType!End!2!1! Let ϕ be a nondecreasing real valued function on [0,1] and define
for u ∈ ℝp, where
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© 2002 Springer Science+Business Media New York
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Koul, H.L. (2002). Linear Rank and Signed Rank Statistics. In: Weighted Empirical Processes in Dynamic Nonlinear Models. Lecture Notes in Statistics, vol 166. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-0055-7_3
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DOI: https://doi.org/10.1007/978-1-4613-0055-7_3
Publisher Name: Springer, New York, NY
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