A Note on Signed Rank Tests for the Changepoint Problem

DOI10.1080/02331889708802535MaRDI QIDQ4878159zbMATH OpenOpenAlexWikidataFDO

Authors James A. Koziol

Publication date 22 May 1996

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889708802535

zbMATH Keywords

asymptotic null distributionsBahadur efficiencyboundary crossing probabilitieschange pointsfinite sample approximationsMonte Carlo power studysigned rank statisticsweak convergence of stochastic processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Rank tests for changepoint problems
• Testing for change-points with rank and sign statistics
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• Distribution-Free Tests for the Changepoint Problem

Cites work

• A condition under which the Pitman and Bahadur approaches to efficiency coincide
• A Non-Parametric Approach to the Change-Point Problem
• A Note on Non‐Parametric Tests for the Change‐Point Problem
• A Note on Signed Rank Tests for the Changepoint Problem
• A simple cumulative sum type statistic for the change-point problem with zero-one observations
• Asymptotic distribution of simple linear rank statistics for testing symmetry
• Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point
• Bahadur efficiency of rank tests for the change-point problem
• Boundary crossing probabilities and statistical applications
• Comparison of Procedures for Testing the Equality of Survival Distributions
• Conditional boundary crossing probabilities, with application to change- point problems
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Confidence Sets in Change-Point Problems
• scientific article; zbMATH DE number 3934259 (Why is no real title available?)
• scientific article; zbMATH DE number 3258670 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Nonparametric statistical procedures for the changepoint problem
• Nonparametric tests for the changepoint problem
• Rank tests for changepoint problems
• Rates of Convergence of Estimates and Test Statistics
• Stochastic Comparison of Tests
• Tests for a change-point
• Tests for parameter changes at unknown times in linear regression models
• The effect of serial correlation on tests for parameter change at unknown time
• The likelihood ratio test for a change-point in simple linear regression
• The Relation Between Pitman's Asymptotic Relative Efficiency of Two Tests and the Correlation Coefficient Between Their Test Statistics
• Tied-down Wiener process approximations for aligned rank order processes and some applications

Cited in

(11)

• Bahadur efficiency of rank tests for the change-point problem
• Testing for change-points with rank and sign statistics
• scientific article; zbMATH DE number 3860186 (Why is no real title available?)
• Rank tests for changepoint problems
• Sign tests for change under alternatives
• Minimally Selected P and Other Tests for A Single Abrupt Changepoint in A Binary Sequence
• Testing change-points with linear trend
• A Note on Signed Rank Tests for the Changepoint Problem
• Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives
• Rank tests for two change points
• Tests for multiple change points under ordered alternatives

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