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Testing mean changes by maximal ratio statistics |
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| Authors: | Gudan Jovita Ra&#;kauskas Alfredas Suquet Charles |
| Institution: | Gudan,Jovita,Račkauskas,Alfredas,Suquet,Charles |
| Abstract: | Extremes - We propose a new test statistic $$\mathrm {MR}_{\gamma ,n}$$ for detecting a changed segment in the mean, at unknown dates, in a regularly varying sample. Our model supports several... |
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