Abstract
Modifications of the $t$-test are considered which are robust under certain violations of the independence assumption. The additional number of observations these modified tests require in order to obtain under independence the same power as the $t$-test, is obtained asymptotically.
Original language | English |
---|---|
Pages (from-to) | 1337-1344 |
Journal | Annals of statistics |
Volume | 6 |
Issue number | 6 |
DOIs | |
Publication status | Published - 1978 |
Keywords
- Normal population
- Deficiency
- asymptotic expansions
- $t$-test
- $m$-dependence
- serial correlation coefficients
- mean
- autoregressive processes
- IR-70389