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Given observations {Yi; 1 ≤ i ≤ n{ with dispersion matrix Σ, a pervading issue is whether shifts have occurred in designated subsets of the observations. Early work on single shifts used order statistics or the R-Student ti statistics as diagnostics, initially derived under i.i.d. Gaussian assumptions. These diagnostics recently have been shown to remain exact in level and power under equicorrelation...
Abstract. Diagnostics for normal errors in regression typically utilize ordinary residuals, despite the failure of assumptions to validate their use. Case studies here show that such misuse may be critical. A remedy invokes recovered errors having the required properties, taking into account that such errors are closer to normality than are disturbances in the observations themselves. Simulation studies...
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