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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. |
| Item Type: | Article |
| Copyright: | © 1978 Institute of Mathematical Statistics |
| Faculty: | Electrical Engineering, Mathematics and Computer Science (EEMCS) |
| Research Group: | |
| Link to this item: | http://purl.utwente.nl/publications/70390 |
| Official URL: | http://dx.doi.org/10.1214/aos/1176344257 |
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