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Serial Rank Statistics for Detection of Changes

Publikace na Matematicko-fyzikální fakulta |
2003

Tento text není v aktuálním jazyce dostupný. Zobrazuje se verze "en".Abstrakt

A class of ranks based test statistics for testing hypothesis of randomness (observations are i.i.d.) against the alternative that the observations become dependent at some unknown time point is introduced and its limit properties are studied.