On Locally Most Powerful Sequential Rank Tests
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F17%3A00474065" target="_blank" >RIV/67985556:_____/17:00474065 - isvavai.cz</a>
Alternative codes found
RIV/67985807:_____/17:00471297
Result on the web
<a href="http://dx.doi.org/10.1080/07474946.2016.1275501" target="_blank" >http://dx.doi.org/10.1080/07474946.2016.1275501</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/07474946.2016.1275501" target="_blank" >10.1080/07474946.2016.1275501</a>
Alternative languages
Result language
angličtina
Original language name
On Locally Most Powerful Sequential Rank Tests
Original language description
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.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10101 - Pure mathematics
Result continuities
Project
<a href="/en/project/GA17-07384S" target="_blank" >GA17-07384S: Nonparametric (statistical) methods in modern econometrics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Sequential Analysis
ISSN
0747-4946
e-ISSN
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Volume of the periodical
36
Issue of the periodical within the volume
1
Country of publishing house
US - UNITED STATES
Number of pages
15
Pages from-to
111-125
UT code for WoS article
000395716300012
EID of the result in the Scopus database
2-s2.0-85014910914