ON A SERIAL RANK TEST FOR RANDOMNESS AGAINST AUTOCORRELATION

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概要

• 論文の詳細を見る

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

• 日本計算機統計学会の論文

著者

• Sugano Osamu

  Tsuyama Commercial High School

関連論文

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• GENERALIZED CONSTELLATION GRAPH TRANSFORMATION MODEL FOR PREDICTION
• RANK ASSOCIATION MEASURES FOR CONTINGENCY TABLES(Categorical Data Analysis)

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