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- W3100208464 abstract "The sequential analysis of series often requires nonparametric procedures, where the most powerful ones frequently use rank transformations. Re-ranking the data sequence after each new observation can become too intensive computationally. This led to the idea of sequential ranks, where only the most recent observation is ranked. However, difficulties finding, or approximating, the null distribution of the statistics may have contributed to the lack of popularity of these methods. In this paper, we propose transforming the sequential ranks into sequential normal scores which are independent, and asymptotically standard normal random variables. Thus original methods based on the normality assumption may be used. A novel approach permits the inclusion of a priori information in the form of quantiles. It is developed as a strategy to increase the sensitivity of the scoring statistic. The result is a powerful convenient method to analyze non-normal data sequences. Also, four variations of sequential normal scores are presented using examples from the literature. Researchers and practitioners might find this approach useful to develop nonparametric procedures to address new problems extending the use of parametric procedures when distributional assumptions are not met. These methods are especially useful with large data streams where efficient computational methods are required." @default.
- W3100208464 created "2020-11-23" @default.
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- W3100208464 date "2017-07-03" @default.
- W3100208464 modified "2023-10-17" @default.
- W3100208464 title "The sequential normal scores transformation" @default.
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- W3100208464 doi "https://doi.org/10.1080/07474946.2017.1360091" @default.
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