A nonparametric test of stationarity for independent data

DOI10.1016/j.spl.2015.09.024zbMath1328.62265OpenAlexW2175497198MaRDI QIDQ893446

Jeffrey D. Hart

Publication date: 19 November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.09.024

zbMATH Keywords

local alternativesconsistent testrandomness statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Cites Work

• Generalised smooth tests of goodness of fit
• Non-parametric \(k\)-sample tests: density functions vs distribution functions
• Testing equality of a large number of densities
• A Test for Strict Stationarity
• Tests of strict stationarity based on quantile indicators
• On the asymptotics of randomness statistics
• Testing goodness of fit via nonparametric function estimation techniques
• Consistency and Unbiasedness of Certain Nonparametric Tests
• CONTINUOUS INSPECTION SCHEMES