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Serial rank statistics for detection of changes

✍ Scribed by M. Hušková


Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
175 KB
Volume
61
Category
Article
ISSN
0167-7152

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✦ Synopsis


A class of ranks based test statistics for testing hypothesis of randomness (observations are independent and identically distributed) against the alternative that the observations become dependent at some unknown time point is introduced and its limit properties are studied. The considered problem belongs to the area of the change-point analysis.


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