Homogeneity and change-point detection tests for multivariate data using rank statistics

zbMath1338.62134arXiv1107.1971MaRDI QIDQ2803791

A. Lung-Yut-Fong, Olivier Cappé, Céline Lévy-Leduc

Publication date: 2 May 2016

Full work available at URL: https://arxiv.org/abs/1107.1971

zbMATH Keywords

homogeneity testmultivariate datarank statisticschange-point detectionKruskal-Wallis testMann-Whitney/Wilcoxon test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Hypothesis testing in multivariate analysis (62H15)

Related Items (11)

Exact tests for offline changepoint detection in multichannel binary and count data with application to networks ⋮ Long signal change-point detection ⋮ Rank-based multiple change-point detection ⋮ Change-point methods for multivariate time-series: paired vectorial observations ⋮ Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data ⋮ Fréchet change-point detection ⋮ A tail adaptive approach for change point detection ⋮ Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices ⋮ Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data ⋮ Graph-based change-point detection ⋮ Template matching with ranks

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