Testing for change-points with rank and sign statistics (Q1332864)

This paper deals with the situation of two change-points. The test statistic suggested is \[ T_ n= \max_{k<l} \sum_{i=k}^ l \varphi (R_ i) \] with \(\varphi\) being a normalized score function and \(\{R_ i \}_ 1^ n\) denoting ranks of observations. Some evaluation of the efficiency of \(T_ n\) is given. (Here several well-known papers dealing with more general situations are not mentioned.) Similar to \(T_ n\), sign test statistics are also considered.