A rank test for constancy of a location oil scale parameter |
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| Authors: | F. Lombard |
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| Affiliation: | Department of Statistics , Rand Afrikaans University PC , Box 524, Auckland Park, 2006, South Africa |
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| Abstract: | X nonlinear rank statistic is proposed to test whether a location or scale parameter of a continuous distribution has remained constant over time. The test is based on frequency domain characteristics of the data and uses the periodogram of appropriate rank scores. The test has good power against alternatives involving multiple abrupt up and down changes |
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