Try to construct a Tn-test for a general parameter θ under the regularity conditions of Theorem 5.1. For the simple regression model Yi = θ1 + θ2xi + ei , i ≥ 1, consider an aligned signed-rank test...

Try to construct a Tn-test for a general parameter θ under the regularity conditions of Theorem 5.1.

For the simple regression model Yi = θ1 + θ2xi + ei , i ≥ 1, consider an aligned signed-rank test for H0 : θ1 = 0 vs. H1 : θ1 6= 0 when θ2 is treated as a nuisance parameter.