IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v71y2005i2p131-142.html
   My bibliography  Save this article

Wilcoxon-signed rank test for associated sequences

Author

Listed:
  • Dewan, Isha
  • Rao, B.L.S. Prakasa

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.

Suggested Citation

  • Dewan, Isha & Rao, B.L.S. Prakasa, 2005. "Wilcoxon-signed rank test for associated sequences," Statistics & Probability Letters, Elsevier, vol. 71(2), pages 131-142, February.
  • Handle: RePEc:eee:stapro:v:71:y:2005:i:2:p:131-142
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(04)00273-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. 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.
    4. Cuadras, C. M., 2002. "On the Covariance between Functions," Journal of Multivariate Analysis, Elsevier, vol. 81(1), pages 19-27, April.
    5. Isha Dewan & B. Rao, 2003. "Mann-Whitney test for associated sequences," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(1), pages 111-119, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zacharias Psaradakis, 2010. "On inference based on the one-sample sign statistic for long-range dependent data," Computational Statistics, Springer, vol. 25(2), pages 329-340, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Isha Dewan & B. Rao, 2003. "Mann-Whitney test for associated sequences," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(1), pages 111-119, March.
    2. Roussas, George G., 1995. "Asymptotic normality of a smooth estimate of a random field distribution function under association," Statistics & Probability Letters, Elsevier, vol. 24(1), pages 77-90, July.
    3. Beare, Brendan K., 2009. "A generalization of Hoeffding's lemma, and a new class of covariance inequalities," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 637-642, March.
    4. Cai, Zongwu & Roussas, George G., 1998. "Kaplan-Meier Estimator under Association," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 318-348, November.
    5. Jiang, Xinxin & Hahn, Marjorie, 2008. "A self-normalized central limit theorem for [rho] -mixing stationary sequences," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1541-1547, September.
    6. Yi Wu & Wei Yu & Xuejun Wang, 2022. "Strong representations of the Kaplan–Meier estimator and hazard estimator with censored widely orthant dependent data," Computational Statistics, Springer, vol. 37(1), pages 383-402, March.
    7. Omid Shojaee & Majid Asadi & Maxim Finkelstein, 2021. "On Some Properties of $$\alpha $$ α -Mixtures," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(8), pages 1213-1240, November.
    8. Wong, Kit Pong, 2021. "Comparative risk aversion with two risks," Journal of Mathematical Economics, Elsevier, vol. 97(C).
    9. Dionne, Georges & Li, Jingyuan, 2014. "When can expected utility handle first-order risk aversion?," Journal of Economic Theory, Elsevier, vol. 154(C), pages 403-422.
    10. Isha Dewan & B. Rao, 1997. "Remarks on the strong law of large numbers for a triangular array of associated random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 45(1), pages 225-234, January.
    11. Masry, Elias, 2003. "Local polynomial fitting under association," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 330-359, August.
    12. Chaubey, Yogendra P. & Dewan, Isha & Li, Jun, 2011. "Smooth estimation of survival and density functions for a stationary associated process using Poisson weights," Statistics & Probability Letters, Elsevier, vol. 81(2), pages 267-276, February.
    13. Ramesh Gupta & Mohammad Tajdari & Henrik Bresinsky, 2008. "Some general results for moments in bivariate distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(2), pages 173-187, September.
    14. Garg, Mansi & Dewan, Isha, 2015. "On asymptotic behavior of U-statistics for associated random variables," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 209-220.
    15. Majid Asadi & Somayeh Zarezadeh, 2020. "A unified approach to constructing correlation coefficients between random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(6), pages 657-676, August.
    16. Song, Pingfan & Tan, Changchun & Wang, Shaochen, 2019. "On the moment generating function for random vectors via inverse survival function," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 345-350.
    17. Xiaojun Song & Zhenting Sun, 2023. "Almost Dominance: Inference and Application," Papers 2312.02288, arXiv.org.
    18. Udo Broll & Kit Wong, 2015. "The impact of inflation risk on forward trading and production," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 14(1), pages 65-73, December.
    19. Udo Broll & Kit Wong, 2015. "Trade and cross hedging exchange rate risk," International Economics and Economic Policy, Springer, vol. 12(4), pages 509-520, October.
    20. Barman, Kalyan & Upadhye, Neelesh S., 2022. "On Brascamp–Lieb and Poincaré type inequalities for generalized tempered stable distribution," Statistics & Probability Letters, Elsevier, vol. 189(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:71:y:2005:i:2:p:131-142. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.