Abstract
Let X 1,X 2,…,X N be successive independent random P-vectors drawn from some continuous diagonally symmetric distribution. The problem of detecting a shift in level of the sequence at an unknown time point M, ≦M ≦ N-1, is studied. Test statistics based on multivariate analogues of the rank statistics derived by BHATTACHARYYA and JOHNSON (1888) are proposed, and their asymptotic properties are investigated.
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