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.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Recent Advances in Statistics: Papers in Honor of Herman Chernoff on His Sixtieth Birthday
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
