A Note on Signed Rank Tests for the Changepoint Problem (Q4878159)

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scientific article; zbMATH DE number 880816
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A Note on Signed Rank Tests for the Changepoint Problem
scientific article; zbMATH DE number 880816

    Statements

    A Note on Signed Rank Tests for the Changepoint Problem (English)
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    22 May 1996
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    weak convergence of stochastic processes
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    boundary crossing probabilities
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    Bahadur efficiency
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    signed rank statistics
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    change points
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    asymptotic null distributions
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    finite sample approximations
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    Monte Carlo power study
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