Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives

DOI10.1080/03610920500501411zbMath1093.62049OpenAlexW2130744456MaRDI QIDQ5484673

Gregory Gurevich

Publication date: 21 August 2006

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500501411

zbMATH Keywords

change-pointMann-Whitney statisticAMOC procedureat most one change (AMOC)

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

Related Items (3)

Retrospective Change Point Detection: From Parametric to Distribution Free Policies ⋮ Retrospective Parametric Tests for Homogeneity of Data ⋮ Density-Based Empirical Likelihood Ratio Change Point Detection Policies

Cites Work

• A Non-Parametric Approach to the Change-Point Problem
• On the asymptotic formula for the probability of a type I error of mixture type power one tests
• Invariance principles for changepoint problems
• On tests for detecting change in mean
• An application of the maximum likelihood test to the change-point problem
• On the power of nonparametric changepoint-tests
• An efficient sequential nonparametric scheme for detecting a change of distribution
• Change point problems in the model of logistic regression
• A robust surveillance scheme for stochastically ordered alternatives
• Nonparametric statistical procedures for the changepoint problem
• Tests for a change-point
• \(U\)-statistics for change under alternatives
• \(U\)-statistics for sequential change detection.

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