Data driven rank test for the change point problem

DOI10.1007/s00184-007-0139-2zbMath1433.62059OpenAlexW2031505509MaRDI QIDQ745504

A. Janic, Marie Hušková, Jaromír Antoch, Teresa Ledwina

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-007-0139-2

zbMATH Keywords

model selectionrank testchange pointdata driven test

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

Related Items (5)

Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data ⋮ Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test ⋮ Data driven rank statistics in change point analysis ⋮ Multivariate Kendall's tau for change-point detection in copulas ⋮ A two-sample test when data are contaminated

Cites Work

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• Local asymptotics for linear rank statistics with estimated score functions
• On the asymptotic behavior of a class of nonparametric tests for a change-point problem
• Limit theorems for rank statistics
• Efficient and adaptive nonparametric test for the two-sample problem
• Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
• Crossing probabilities for a square root boundary by a bessel process
• A Method for Simulating Stable Random Variables
• Data Driven Rank Test for Two‐Sample Problem

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