Rank based estimators of the change-point

DOI10.1016/S0378-3758(97)00099-2zbMath0932.62038MaRDI QIDQ1299386

Edit Gombay, Marie Hušková

Publication date: 14 March 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

weak convergencepartial sumschange-pointlinear rank statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Off-line testing for a changed segment in the sample variance, Rank-based multiple change-point detection, Rank-based change-point analysis for long-range dependent time series, Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence, Extensions of some classical methods in change point analysis, Maximum likelihood estimator in a multi-phase random regression model, Template matching with ranks, The likelihood ratio method for testing changes in the parameters of double exponential observations, Comments on: ``Extensions of some classical methods in change point analysis

Cites Work

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• Limit theorems for rank statistics
• Some Extensions of the Wald-Wolfowitz-Noether Theorem
• Change-point problem and bootstrap
• The minimum of an additive process with applications to signal estimation and storage theory
• A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
• Estimators for the Time of Change in Linear Models