ON A SERIAL RANK TEST FOR RANDOMNESS AGAINST AUTOCORRELATION

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Abstract

For testing the hypothesis of randomness against the alternative that the variables are autocorrelated, we propose a new serial rank statistic GN and compute the Pitman efficiency of the test based on the statistic GN relative to that based on the autocorrelation coefficient. The serial rank test based on the proposed statistic is applied to some examples.

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Details

  • CRID
    1390001204414264704
  • NII Article ID
    110001235583
  • NII Book ID
    AA10823693
  • DOI
    10.5183/jjscs1988.4.25
  • ISSN
    18811337
    09152350
  • MRID
    1153629
  • Text Lang
    en
  • Data Source
    • JaLC
    • Crossref
    • CiNii Articles
  • Abstract License Flag
    Disallowed

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