Robust Nonparametric Repeated Significance Tests

JOSEPH GLAZ AND VLADIMIR POZDYNAKOV
University of Connecticut

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.