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Rank tests for testing the randomness of autoregressive coefficients

✍ Scribed by R.V. Ramanathan; M.B. Rajarshi


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
387 KB
Volume
21
Category
Article
ISSN
0167-7152

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πŸ“œ SIMILAR VOLUMES


Rank Tests for correlated Random Variabl
✍ Prof. Dr. E. Brunner; N. Neumann πŸ“‚ Article πŸ“… 1982 πŸ› John Wiley and Sons 🌐 English βš– 612 KB

## Abstract In this paper we consider the asymptotic distribution of linear rank‐statistics allowing certain dependencies between the random variables. General theorems will be given, from which the results contained in SEN (1967a, 1967b, 1968), MEHRA/SEN (1969) and PURI/SEN (1971) can be derived.