Multivariate signed rank statistics for shift alternatives |
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| Authors: | James A. Koziol |
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| Affiliation: | Department of Mathematics , University of British Columbia , 2075 Wesbrook Mall, Vancouver, B.C, V6T 1W5, Canada |
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| 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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| Keywords: | Asymptotic normality multivariate signed rank statistics shift alternatives |
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