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107
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CSDA
2007
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CSDA 2007
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On rank tests for shift detection in time series
15 years 2 months ago
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www.statistik.uni-dortmund.de
Robustified rank tests, applying a robust scale estimator, are investigated for reliable and fast shift detection in time series. The tests show good power for sufficiently larg...
Roland Fried, Ursula Gather
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