On Tests Applied to Residuals
研究了基于残差的检验统计量的零分布受残差间依赖性的影响，探讨在大样本下该依赖性是否消失，使检验与独立观测情况等价，并重点展示了基于残差的秩检验何时具有强渐近分布自由性质。
Abstract The null distribution of a test statistic computed on residuals can be affected by the dependence among the residuals. It might be expected, however, that the dependence decreases as the sample size increases, so that the limiting null distribution is the same as if the test were based on independent observations. The author investigates whether this large sample equivalence holds for tests of correlation, scale difference, regression, and location difference. Particular emphasis is placed on showing when rank tests based on residuals have a strongly asymptotically distribution-free property. U statistic theorems are used to investigate these issues.