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Wilcoxon-signed rank test for associated sequences

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  • Dewan, Isha
  • Rao, B.L.S. Prakasa
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    Abstract

    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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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 71 (2005)
    Issue (Month): 2 (February)
    Pages: 131-142

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    Handle: RePEc:eee:stapro:v:71:y:2005:i:2:p:131-142

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    Related research

    Keywords: Sign statistic Wilcoxon-signed rank statistic Associated random variables Hoeffding identity;

    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Isha Dewan & B. Rao, 2003. "Mann-Whitney test for associated sequences," Annals of the Institute of Statistical Mathematics, Springer, Springer, vol. 55(1), pages 111-119, March.
    2. Cuadras, C. M., 2002. "On the Covariance between Functions," Journal of Multivariate Analysis, Elsevier, vol. 81(1), pages 19-27, April.
    3. Dewan, Isha & Prakasa Rao, B. L. S., 2002. "Central limit theorem for U-statistics of associated random variables," Statistics & Probability Letters, Elsevier, Elsevier, vol. 57(1), pages 9-15, March.
    4. Peligard, Magda & Suresh, Ram, 1995. "Estimation of variance of partial sums of an associated sequence of random variables," Stochastic Processes and their Applications, Elsevier, Elsevier, vol. 56(2), pages 307-319, April.
    5. Bagai, Isha & Prakasa Rao, B. L. S., 1991. "Estimation of the survival function for stationary associated processes," Statistics & Probability Letters, Elsevier, Elsevier, vol. 12(5), pages 385-391, November.
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    Cited by:
    1. Zacharias Psaradakis, 2010. "On inference based on the one-sample sign statistic for long-range dependent data," Computational Statistics, Springer, Springer, vol. 25(2), pages 329-340, June.

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