Nonparametric tests for a change in the coefficient of variation

DOI10.3103/S1066530707040059zbMath1139.62309OpenAlexW2026711744MaRDI QIDQ926980

Emad-Eldin A. A. Aly

Publication date: 21 May 2008

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530707040059

zbMATH Keywords

Wiener processstrong approximationschange point tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Nonparametric Tests for Comparing Several Coefficients of Variation

Cites Work

• Strong invariance principles for partial sums of independent random vectors
• Invariance principles for changepoint problems
• Extensions of results of Komlós, Major, and Tusnády to the multivariate case
• Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
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