One-Sample Tests for Dependent Observations

  • Willem Albers
Part of the Czechoslovak Academy of Sciences book series (TPCI, volume 8A)


If the observations are dependent it is well-known that the usual one-sample tests may be invalidated. For the case where the observations come from a moving average process or from an autoregressive process, some methods are discussed to obtain tests which have at least asymptotically the prescribed level.


Move Average Usual Test Czechoslovak Academy Autoregressive Process Prescribe Level 
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  1. Albers, W. (1976 a): Testing the mean of a normal population under dependence. Submitted to the Ann. of Statist.Google Scholar
  2. Albers, W. (1976 b): One-sample rank tests under autoregressive dependence. To appear in the Ann. of Statist.Google Scholar
  3. Anderson, T.W. (1971): The statistical analysis of time series. Wiley, New York.MATHGoogle Scholar

Copyright information

© ACADEMIA, Publishing House of the Czechoslovak Academy of Sciences, Prague 1978

Authors and Affiliations

  • Willem Albers
    • 1
  1. 1.Department of MathematicsTechnological University TwenteEnschedeThe Netherlands

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