Sequential rank tests for regression
Malay Ghosh, Pranab Kumar Sen · NCSU Libraries Repository (North Carolina State University Libraries) · 1974
Asymptotic theory of sequential rank order tests (srot) for the regression coefficient in a simple linear regression model is considered here. The proposed srot terminates with probability one. For local alternatives, the oc function of the proposed srot is the same as that of the Wald (sequential probability ratio test). Finally, the asymptotic ASN of the proposed srot is compared with that of the sprt.