A Multivariate Wald-Wolfowitz Rank Test against Serial Dependence
نویسندگان
چکیده
منابع مشابه
Multivariate Generalizat . Ions of the Wald - Wolfowitz and Smirnov Two - Sample Tests
Multivariate generalizations of the Wald-Wolfowitz runs statistic and the Smirnov maximum deviation statistic for the two-sample problem are presented. They are based on the minimal spanning tree of the pooled sample points. Some null distribution results are derived, and a simulation study of power is reported. (To be published in Annals of Statistics) *Supported by Department of Energy **Supp...
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ژورنال
عنوان ژورنال: The Canadian Journal of Statistics / La Revue Canadienne de Statistique
سال: 1995
ISSN: 0319-5724
DOI: 10.2307/3315551