NONPARAMETRIC-TESTS OF RANDOMNESS AGAINST AUTO-CORRELATED NORMAL ALTERNATIVES
成果类型：
Article
署名作者：
GUPTA, GD; GOVINDARAJULU, Z
署名单位：
University of Kentucky
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/67.2.375
发表日期：
1980
页码：
375379
关键词：
摘要：
Locally most powerful rank tests of randomness against autocorrelated normal alternatives are derived. In particular, autoregressive and moving average alternatives are considered. The distribution of the statistic under the hypothesis of randomness is asymptotically normal. The small sample power of the test procedure is compared with that of 2 other procedures by the Monte Carlo Method.
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