Nonparametric Repeated Significance Tests for Some Analysis of Covariance Models.

Abstract

For a general class of nonparametric analysis of covariance problems (with stochastic covariates), some repeated significance testing procedures are developed. These procedures rest on the construction of suitable rank order statistics based on the partial sequence of sample sizes and allow for a monitoring of experimentation with the objective of a possible early termination of experimentation. The basic theory is based on the weak convergence of certain stochastic processes relating to the rank order statistics. Various properties of the proposed tests are discussed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1978
Accession Number
ADA059505

Entities

People

  • Pranab Kumar Sen

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Construction
  • Convergence
  • Covariance
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematics
  • Order Statistics
  • Rank Order Statistics
  • Statistics
  • Stochastic Processes
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.