The Annals of Statistics
- Ann. Statist.
- Volume 2, Number 3 (1974), 540-552.
Sequential Rank Tests for Location
In this paper, for the one and two sample location problems, a class of sequential tests based on robust rank order statistics is developed. The proposed tests terminate with probability one for square integrable score functions. Under more stringent regularity conditions and for local alternatives, the OC and ASN of the proposed tests are obtained, and the allied asymptotic relative efficiency results with respect to the sequential probability ratio and likelihood ratio tests are studied.
Ann. Statist., Volume 2, Number 3 (1974), 540-552.
First available in Project Euclid: 12 April 2007
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Sen, Pranab Kumar; Ghosh, Malay. Sequential Rank Tests for Location. Ann. Statist. 2 (1974), no. 3, 540--552. doi:10.1214/aos/1176342714. https://projecteuclid.org/euclid.aos/1176342714
- See Correction: Pranab Kumar Sen, Malay Ghosh. Notes: Correction to "Sequential Rank Tests for Location". Ann. Statist., Vol. 4, Iss. 4 (1976), 821.