bibtype J - Journal Article
ARLID 0474065
utime 20240103214005.7
mtime 20170420235959.9
SCOPUS 85014910914
WOS 000395716300012
DOI 10.1080/07474946.2016.1275501
title (primary) (eng) On Locally Most Powerful Sequential Rank Tests
specification
page_count 15 s.
media_type P
serial
ARLID cav_un_epca*0290597
ISSN 0747-4946
title Sequential Analysis
volume_id 36
volume 1 (2017)
page_num 111-125
keyword nonparametric tests
keyword sequential ranks
keyword stopping variable
author (primary)
ARLID cav_un_auth*0345793
full_dept (cz) Stochastická informatika
full_dept (eng) Department of Stochastic Informatics
department (cz) SI
department (eng) SI
full_dept Department of Stochastic Informatics
name1 Kalina
name2 Jan
institution UTIA-B
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2017/SI/kalina-0474065.pdf
cas_special
project
ARLID cav_un_auth*0345381
project_id GA17-07384S
agency GA ČR
project
ARLID cav_un_auth*0308814
project_id Neuron
agency Nadační fond na podporu vědy
country CZ
abstract (eng) Sequential ranks are defined as ranks of such observations, which have been observed so far in a sequential design. This article studies hypotheses tests based on sequential ranks for different situations. The locally most powerful sequential rank test is derived for the hypothesis of randomness against a general alternative, including the two-sample difference in location or regression in location as special cases for the alternative hypothesis. Further, the locally most powerful sequential rank tests are derived for the one-sample problem and for independence of two samples in an analogous spirit as the classical results of Hájek and Šidák (1967) for (classical) ranks. The locally most powerful tests are derived for a fixed sample size and the results bring arguments in favor of existing tests. In addition, we propose a sequential testing procedure based on these statistics of the locally most powerful tests. Principles of such sequential testing are explained on the two-sample Wilcoxon test based on sequential ranks.
RIV BA
FORD0 10000
FORD1 10100
FORD2 10101
reportyear 2018
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0271179
confidential S
mrcbC86 3+4 Article Statistics Probability
mrcbC86 3+4 Article Statistics Probability
mrcbC86 3+4 Article Statistics Probability
mrcbT16-e STATISTICSPROBABILITY
mrcbT16-j 0.343
mrcbT16-s 0.318
mrcbT16-B 21.39
mrcbT16-D Q4
mrcbT16-E Q4
arlyear 2017
mrcbU14 85014910914 SCOPUS
mrcbU24 PUBMED
mrcbU34 000395716300012 WOS
mrcbU63 cav_un_epca*0290597 Sequential Analysis 0747-4946 1532-4176 Roč. 36 č. 1 2017 111 125