Nonparametric Tests for Associated Sequences
We have studied the problem of nonparametric functional estimation, in particular density estimation, for stationary associated sequences in the last chapter. We will now discuss some nonparametric tests for comparing the one-dimensional marginal distributions for two strictly stationary associated sequences. We term such problems of comparing two populations as two-sample problems. A limit theorem for obtaining the asymptotic distribution of a test statistic, which is a U-statistic in a two-sample problem, is discussed in Chapter 6.
KeywordsContinuous Component Jump Size Covariance Inequality Marginal Distribution Function Associate Sequence
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