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JOSEPH GLAZ AND VLADIMIR POZDYNAKOV
In this talk we present an approach for establishing repeated significance
tests for iid random variables with a symmetric continuous distribution
and an infinite variance and possibly an infinite mean. Repeated significance
test discussed in this talk are based on truncated sums. The approach we
use extends the method in Sen (1981) for constructing nonparametric repeated
significance tests for iid random variables with finite variance.
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