Asymptotic efficiency of rank tests of randomness against autocorrelation

  • R. J. Aiyar
Article

Summary

This note is concerned with the problem of testing the hypothesisH of randomness against the alternative that the variables are auto-correlated. Two rank tests ofH are considered and their asymptotic efficiencies relative to the classical normal theory tests are obtained.

Keywords

Asymptotic Normality Finite Variance Asymptotic Efficiency Continuous Distribution Function Maximum Likelihood Esti 

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References

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Copyright information

© Kluwer Academic Publishers 1981

Authors and Affiliations

  • R. J. Aiyar
    • 1
  1. 1.San Francisco State UniversitySan FranciscoUSA

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