Testing change-points with linear trend

DOI10.1080/03610919408813172zbMath0825.62047OpenAlexW2062137761MaRDI QIDQ4844142

Nariaki Sugiura, Robert Todd Ogden

Publication date: 20 August 1995

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919408813172

zbMATH Keywords

asymptotic distributionsimulationchange-point problemlikelihood ratiorank testsBayes testnonparametric statisticsBrownian bridge processpower comparison of testssmooth change model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Rank tests for two change points ⋮ Testing for a change in repeated measures data ⋮ Change points with linear trend for the exponential distribution ⋮ Change-point problems: bibliography and review

Cites Work

• Double exponential formulas for numerical integration
• On tests for detecting change in mean
• Rank tests for changepoint problems
• Some One-Sided Tests for Change in Level
• Computation of Distribution Functions of Quadratic Forms of Normally Distributed Random Variables
• ASYMPTOTIC NORMALITY OF LINEAR RANK STATISTICS UNDER ALTERNATIVES
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Linear Statistical Inference and its Applications
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• A Test of Goodness of Fit

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