Abstract
This chapter discusses some recursive residual rank tests for change-points. A general class of recursive residuals is incorporated in the formulation of suitable 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 rank statistics. The chapter presents allied efficiency results along with the asymptotic properties of the proposed tests and describes testing procedures for a possible change in location or regression relationship occurring at an unknown time-point between consecutively taken observations.
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