On Some Recursive Residual Rank Tests for Change~points on Some Recursive Residual Rank Tests for Change-points
نویسنده
چکیده
A general class of recursive residuals is incorporated in the formulation of suitable (aligned) rank tests for change-points pertaining to some simple linear models. The asymptotic theory of the proposed tests rests on some invariance principles for recursively aligned signed rand statistics, and these are developed. Along with the asymptotic properties of the proposed tests, allied efficiency results are studied.
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