Wilcoxon-signed rank test for associated sequences

Let X1,...,Xn be stationary associated random variables with one dimensional marginal distribution function F. We study the properties of the classical sign statistic and the Wilcoxon-signed rank statistic for testing for shift in location in the above set up. In the process, we extend the Newman's inequality to functions of bounded variation which are mixtures of absolutely continuous component and discrete component only.

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Year of publication:	2005
Authors:	Dewan, Isha ; Rao, B.L.S. Prakasa
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 71.2005, 2, p. 131-142
Publisher:	Elsevier
Keywords:	Sign statistic Wilcoxon-signed rank statistic Associated random variables Hoeffding identity

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137840