A POWER FUNCTION FOR TESTS OF RANDOMNESS IN A SEQUENCE OF ALTERNATIVES

DOI10.1093/BIOMET/34.3-4.335zbMATH Open0029.40503OpenAlexW2073921855MaRDI QIDQ5785670FDOQ5785670

F. N. David

Publication date: 1947

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/34.3-4.335

zbMATH Keywords

Statistics

Cited In (7)

• Runs tests for assessing volatility forecastability in financial time series
• An application of the method of finite Markov chain imbedding to runs tests
• On tests for Markov dependence
• RANK TESTS FOR SERIAL DEPENDENCE
• Allgemeiner Bericht über Monte-Carlo-Methoden
• Generalized runs tests for heteroscedastic time series
• DETECTING AND MODELING TAIL DEPENDENCE

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