Bahadur efficiency of rank tests for the change-point problem

DOI10.1214/aos/1176350700zbMath0668.62028OpenAlexW2073970600MaRDI QIDQ1118288

Jaap Praagman

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350700

zbMATH Keywords

change-point problemlarge deviationsBahadur efficiencyPitman efficiencychange-point testlinear rank testexact Bahadur slopefunctions of empirical distribution functionsstatistics of sum-typetwo-sample rank statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (7)

Change point detection and estimation methods under gamma series of observations ⋮ Efficiency of nonparametric tests for scale shift at an unknown time point ⋮ The likelihood ratio test for the change point problem for exponentially distributed random variables ⋮ Rank-based change-point analysis for long-range dependent time series ⋮ A Note on Signed Rank Tests for the Changepoint Problem ⋮ Exact Bahadur efficiency of max-type rank tests in the two-sample problem ⋮ An explicit expression for the distribution of the supremum of brownian motion with a change point

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