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We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector...
Homogeneity and change-point detection tests for multivariate data using rank statistics
Homogeneity change-point detection tests multivariate data
2011/7/19
Detecting and locating changes in highly multivariate data is a major concern in several current statistical applications. In this context, the first contribution of the paper is a novel non-parametri...