A nonparametric repeated significance test with adaptive target sample size |
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Authors: | Vladimir Pozdnyakov Joseph Glaz |
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Affiliation: | Department of Statistics, University of Connecticut, Storrs, CT 06269-4120, USA |
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Abstract: | In this article a general result is derived that, along with a functional central limit theorem for a sequence of statistics, can be employed in developing a nonparametric repeated significance test with adaptive target sample size. This method is used in deriving a repeated significance test with adaptive target sample size for the shift model. The repeated significance test is based on a functional central limit theorem for a sequence of partial sums of truncated observations. Based on numerical results presented in this article one can conclude that this nonparametric sequential test performs quite well. |
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Keywords: | primary, 62L12 secondary, 60F17 |
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