A Repeated Significance Test for Distributions with Heavy Tails

DOI10.1081/SQA-200046834zbMath1061.62120MaRDI QIDQ4678863

Joseph Glaz, Vladimir Pozdnyakov

Publication date: 23 May 2005

Published in: Sequential Analysis (Search for Journal in Brave)

zbMATH Keywords

invariance principleexpected sample sizeparabolic PDEsignificance levelpartial sums of truncated observationspower function for a repeated significance test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistics of extreme values; tail inference (62G32) Sequential statistical analysis (62L10)

Related Items

A nonparametric repeated significance test with adaptive target sample size, Group sequential tests: beyond exponential family models

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