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Wilcoxon-signed rank test for associated sequences

  • Dewan, Isha
  • Rao, B.L.S. Prakasa
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    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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    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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    1. Dewan, Isha & Prakasa Rao, B. L. S., 2002. "Central limit theorem for U-statistics of associated random variables," Statistics & Probability Letters, Elsevier, vol. 57(1), pages 9-15, March.
    2. Cuadras, C. M., 2002. "On the Covariance between Functions," Journal of Multivariate Analysis, Elsevier, vol. 81(1), pages 19-27, April.
    3. Isha Dewan & B. Rao, 2003. "Mann-Whitney test for associated sequences," Annals of the Institute of Statistical Mathematics, Springer, vol. 55(1), pages 111-119, March.
    4. Bagai, Isha & Prakasa Rao, B. L. S., 1991. "Estimation of the survival function for stationary associated processes," Statistics & Probability Letters, Elsevier, vol. 12(5), pages 385-391, November.
    5. Peligard, Magda & Suresh, Ram, 1995. "Estimation of variance of partial sums of an associated sequence of random variables," Stochastic Processes and their Applications, Elsevier, vol. 56(2), pages 307-319, April.
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