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In the paper we present some basic information on the Kendall’s tau statistic when it is used for the analysis of autocorrelated data. Using basic properties of this statistic we propose a relatively simple control chart based on this statistic. Statistical properties of this control chart have been investigated using Monte Carlo simulations. We present the results of Monte Carlo experiments in the case when two consecutive observations are described by a two-dimensional copula with different marginal probability distribution functions. We compare the behavior of our chart with the behavior of a chart based on the serial autocorrelation coefficient.
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Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.
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