Edgeworth Expansions for Linear Rank Statistics -- Consolidated Version

Abstract

An Edgeworth expansion of first order is established for general linear rank statistics under the null hypothesis with a remainder term that is usually of order $n^{-1}$. Furthermore, corresponding results for the second order are formulated, but not proved here. The proof for the first order is based on Stein's method and on an extension of the combinatorial method of Bolthausen. It is also shown that conditions of van Zwet imply up to a small factor our conditions for the validity of Edgeworth expansions. Moreover, our proof for the first order also provides us with a result about Edgeworth expansions for smooth functions.