On the asymptotic behavior of a class of nonparametric tests for a change-point problem

DOI10.1016/0167-7152(92)90013-UzbMath0686.62030OpenAlexW2040045248MaRDI QIDQ1262651

Yi-Ching Yao

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90013-u

zbMATH Keywords

change-point problemconvergence in distributionlinear rank statisticschange in distributiondouble exponential extreme value distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Related Items (13)

Limit theorems for rank statistics ⋮ A note on the change-point problem for angular data ⋮ Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications ⋮ Empirical likelihood ratio test for the change-point problem ⋮ Monitoring changes in the error distribution of autoregressive models based on Fourier methods ⋮ Two non parametric methods for change-point detection in distribution ⋮ Fourier Methods for Sequential Change Point Analysis in Autoregressive Models ⋮ CHANGE-POINT DETECTION WITH RANK STATISTICS IN LONG-MEMORY TIME-SERIES MODELS ⋮ Data driven rank test for the change point problem ⋮ Data driven rank statistics in change point analysis ⋮ Rank based estimators of the change-point ⋮ Change-Point Analysis Based on Empirical Characteristic Functions of Ranks ⋮ Comments on: ``Extensions of some classical methods in change point analysis

Cites Work

• A limit theorem for the maximum of normalized sums of independent random variables
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