A Nonparametric Test for Linear Regression Based on Combining Kendall's Tau With the Sign Test
提出一种基于残差符号及其与自变量Kendall相关的非参数检验方法，用于线性回归参数的假设检验，并给出了小样本分布、渐近近似和置信区域，计算了相对于经典最小二乘检验和Brown-Mood检验的Pitman渐近相对效率。
Abstract A nonparametric test for hypotheses concerning linear regression parameters is based on the signs of the residuals and their Kendall correlation with the independent variable. The small-sample distribution of the test statistic is tabulated, asymptotic approximations are derived, and the corresponding confidence region is presented. Furthermore, the Pitman asymptotic relative efficiency of the test is calculated with respect to the classical test based on least squares and with respect to the Brown-Mood test.