Detection of change points using rank methods |
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| Authors: | B.Q. Miao L.C. Zhao |
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| Affiliation: | Center for Multivariate Analysis , University of Pittsburgh , Pittsburgh , PA , 15260 |
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| Abstract: | In this paper, the detection and estimation of change points of local parameters are studied by means of localization procedures and rank statistics. These techniques are also applied to detection and estimation of the change points of scale parameters and that of location parameters of directional data. |
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| Keywords: | change point detection directional data nonparametric method rank statistics |
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