Testing for change-points with rank and sign statistics

DOI10.1016/0167-7152(94)90233-XzbMath0812.62053OpenAlexW2070634690MaRDI QIDQ1332864

Edit Gombay

Publication date: 15 May 1995

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90233-x

zbMATH Keywords

sign test statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05)

Related Items

U-Statistics in Sequential Tests and Change Detection ⋮ Epidemic change tests for the mean of innovations of an AR(1) process ⋮ Testing mean changes by maximal ratio statistics ⋮ Sign tests for change under alternatives ⋮ Testing epidemic changes of infinite dimensional parameters ⋮ Testing epidemic change in nearly nonstationary process with statistics based on residuals ⋮ Rank-based change-point analysis for long-range dependent time series ⋮ Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment ⋮ Finding multiple abrupt change points ⋮ Parametric versus nonparametric tolerance regions in detection problems ⋮ Sequential Change-Point Detection and Estimation ⋮ Extensions of some classical methods in change point analysis ⋮ CHANGE-POINT DETECTION WITH RANK STATISTICS IN LONG-MEMORY TIME-SERIES MODELS ⋮ Change-point analysis using logarithmic quantile estimation ⋮ Change-point problems: bibliography and review

Cites Work

• A Non-Parametric Approach to the Change-Point Problem
• A discrete analogue and elementary derivation of 'Levy's equivalence' for Brownian motion
• Some applications of the classical formula on ruin probabilities
• Boundary crossing probabilities and statistical applications
• Hodges-Lehmann and Chernoff efficiencies of linear rank statistics
• Nonparametric statistical procedures for the changepoint problem
• A test for a change in a parameter occurring at an unknown point
• Rank tests for changepoint problems
• A Note on Non‐Parametric Tests for the Change‐Point Problem
• Russian text ignored
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item