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Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes |
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| Authors: | Michel Harel Madan L Puri |
| Abstract: | In this paper, we study the weak invariance of the multidimensional rank statistic when the underlying random variables are nonstationary absolutely regular. |
| Keywords: | Weak invariance rank statistics absolutely regular processes nonstationary random variables |
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