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- W2110236465 abstract "This paper investigates the effects of dependence on rank tests, in particular on a class of recently defined nonparametric tests called statistical tests. It is shown that the mixed test statistic is asymptotically normal for Gaussian processes with mild regularity properties justifying the use of asymptotic relative efficiency (ARE) as a figure of merit. Results are presented in terms of variations on three well-known statistics--the one-sample Wilcoxon, the two-sample Mann-Whitney, and the Kendall tau . It is found that the effects of dependence on ARE with respect to a parametric test can be offset to some extent by appropriately grouping sample values. If, however, a constant false-alarm rate is to be attained, either the form of the dependence must be known or some learning scheme must be applied." @default.
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- W2110236465 date "1970-01-01" @default.
- W2110236465 modified "2023-09-22" @default.
- W2110236465 title "The effects of dependence on nonparametric detection" @default.
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- W2110236465 doi "https://doi.org/10.1109/tit.1970.1054409" @default.
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