Limit theorems for rank statistics detecting gradual changes
Slabý, Aleš
Commentationes Mathematicae Universitatis Carolinae, Tome 42 (2001), p. 591-600 / Harvested from Czech Digital Mathematics Library

The purpose of the paper is to investigate weak asymptotic behaviour of rank statistics proposed for detection of gradual changes, linear trends in particular. The considered statistics can be used for various test procedures. The fundaments of the proofs are formed by results of Hušková [4] and Jarušková [5].

Publié le : 2001-01-01
Classification:  62E20,  62G10,  62G20,  62G30
@article{119274,
     author = {Ale\v s Slab\'y},
     title = {Limit theorems for rank statistics detecting gradual changes},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     volume = {42},
     year = {2001},
     pages = {591-600},
     zbl = {1053.62056},
     mrnumber = {1860248},
     language = {en},
     url = {http://dml.mathdoc.fr/item/119274}
}
Slabý, Aleš. Limit theorems for rank statistics detecting gradual changes. Commentationes Mathematicae Universitatis Carolinae, Tome 42 (2001) pp. 591-600. http://gdmltest.u-ga.fr/item/119274/

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