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Linear rank statistics, finite sampling, permutation tests and Winsorizing. (English) Zbl 0862.62017
Summary: Asymptotic normality and a representation of all possible subsequential limiting distributions of a simple linear rank statistic are obtained. This is then applied to finite sampling and permutation tests for slope coefficients. The effects of Winsorizing in these situations are considered carefully. Of particular interest regarding slope coefficients is that either using normal score regression constants or Winsorizing slowly increasing numbers of the population values will guarantee asymptotic normality.

MSC:
62E20 Asymptotic distribution theory in statistics
60F05 Central limit and other weak theorems
62G10 Nonparametric hypothesis testing
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[13] DEPARTMENT OF STATISTICS, 354-322 UNIVERSITY OF WASHINGTON B313 PADELFORD HALL SEATTLE, WASHINGTON 98195 E-MAIL: galen@stat.washington.edu
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