A Nonparametric Test for Linear Regression Based on Combining Kendall's Tau with the Sign Test
结合 Kendall 秩相关与符号检验的非参数线性回归检验
A nonparametric test for hypotheses concerning linear regression parameters is based on the signs of the residuals and their Kendall correlation with the independent variable. The small-sample distribution of the test statistic is tabulated, asymptotic approximations are derived, and the corresponding confidence region is presented. Furthermore, the Pitman asymptotic relative efficiency of the test is calculated with respect to the classical test based on least squares and…