A robustification of the sign test under mixing conditions

DOI10.1214/aos/1176346517zbMath0559.62036OpenAlexW2083978532MaRDI QIDQ2266317

Michael Falk, W. Kohne

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346517

zbMATH Keywords

robustificationcontiguous alternativesdependence structuremixing conditionsstrongly consistent estimatorNeyman-Pearson testasymptotic power functionGaussian observationspsi-mixing processesrobustified version of the Wilcoxon testtranslation alternativestwo-sample sign test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Robustness and adaptive procedures (parametric inference) (62F35)

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