One-Sample Rank Tests Under Autoregressive Dependence


Albers, W. (1978) One-Sample Rank Tests Under Autoregressive Dependence. Annals of Statistics, 6 (4). pp. 836-845. ISSN 0090-5364

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Abstract:One-sample linear rank tests are considered for the case where the observations are not independent but come from an autoregressive process. It is proposed to apply the tests under these circumstances to certain transformations of the observations, rather than to the observations themselves. Then the tests have asymptotically the same properties as under independence, both under the hypothesis and under contiguous location alternatives. In particular, they are asymptotically distribution-free.
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Copyright:© 1978 Institute of Mathematical Statistics
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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