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July, 1978 One-Sample Rank Tests Under Autoregressive Dependence
W. Albers
Ann. Statist. 6(4): 836-845 (July, 1978). DOI: 10.1214/aos/1176344257

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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W. Albers. "One-Sample Rank Tests Under Autoregressive Dependence." Ann. Statist. 6 (4) 836 - 845, July, 1978. https://doi.org/10.1214/aos/1176344257

Information

Published: July, 1978
First available in Project Euclid: 12 April 2007

zbMATH: 0378.62046
MathSciNet: MR501558
Digital Object Identifier: 10.1214/aos/1176344257

Subjects:
Primary: 62G10
Secondary: 62G20

Keywords: autoregressive processes , contiguous location alternatives , One-sample problem , rank tests

Rights: Copyright © 1978 Institute of Mathematical Statistics

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Vol.6 • No. 4 • July, 1978
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