Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150668 | Journal of Statistical Planning and Inference | 2007 | 10 Pages |
Abstract
In this article a general result is derived that, along with a functional central limit theorem for a sequence of statistics, can be employed in developing a nonparametric repeated significance test with adaptive target sample size. This method is used in deriving a repeated significance test with adaptive target sample size for the shift model. The repeated significance test is based on a functional central limit theorem for a sequence of partial sums of truncated observations. Based on numerical results presented in this article one can conclude that this nonparametric sequential test performs quite well.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Vladimir Pozdnyakov, Joseph Glaz,