Posterior probabilities for a change-point using ranks

DOI10.1093/biomet/68.2.443zbMath0465.62044OpenAlexW2065199002MaRDI QIDQ3917336

Anthony N. Pettitt

Publication date: 1981

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/68.2.443

zbMATH Keywords

trendchange-point problemposterior probabilitynormal scores rank statisticranked observations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Order statistics; empirical distribution functions (62G30) Nonparametric inference (62G99)

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