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- W2098058695 abstract "The sign test, which is nonparametric when used on independent data, is shown to lose its distribution-free property on data of the form <tex xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>X_{t}= varrho X_{t-1} + W_{t}, 0 < |varrho | < 1</tex> , where <tex xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>{W_{t}}</tex> is a sequence of independent and identically distributed random variables. Asymptotic normality of the sign-test statistic is proved in two cases. If the data <tex xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>{X_{t}</tex> are regarded as regularly spaced samples of a continuous-parameter lowpass process, then upon increasing the sampling rate indefinitely, the continuous-time sign test, an infinite clipper followed by an integrator, is also not distribution-free." @default.
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- W2098058695 date "1967-04-01" @default.
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- W2098058695 title "The effect of autoregressive dependence on a nonparametric test (Corresp.)" @default.
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- W2098058695 doi "https://doi.org/10.1109/tit.1967.1053997" @default.
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