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自相关系数的置换极值与检验序列依赖的 Pitman 检验AI 解读

Normal approximations, as provided by permutational central limit theorems, conditionally can be arbitrarily bad. Such approximations therefore are poorly suited to the construction of critical values for Pitman (permutation) tests. A classical remedy consists in substituting a beta approximation (over the appropriate conditional interval range) for the normal one. Whereas deriving permutational extreme values for usual, nonserial statistics is generally straightforward, the…

针对一阶序列依赖的基于秩的随机性检验AI 解读

Optimal rank-based procedures were derived in Hallin, Ingenbleek, and Puri (1985, 1987) and Hallin and Puri (1988) for some fundamental testing problems arising in time series analysis. The optimality properties of these procedures are of an asymptotic nature, however, whereas much of the attractiveness of rank-based methods lies in their small-sample applicability and robustness features. Accordingly, the objective of this article is twofold: (a) a study of the…