Sequential Rank Tests for Location
The Annals of Statistics · 1974 · Volume 2 · Issue 3
Abstract
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.
Keywords
62G10, 62L10, Asymptotic relative efficiency, asymptotic sequential tests, average sample number, OC function, termination with probability one, Wiener process approximation
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