One-Sample Rank Tests Under Autoregressive Dependence
The Annals of Statistics · 1978 · Volume 6 · Issue 4
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.
Keywords
62G10, 62G20, autoregressive processes, contiguous location alternatives, One-sample problem, rank tests
Enable JavaScript for citation tools and additional paper interactions.