Data driven rank test for the change point problem

DOI10.1007/S00184-007-0139-2MaRDI QIDQ745504zbMATH OpenOpenAlexFDO

Authors Marie Hušková, A. Janic, Jaromír Antoch, Teresa Ledwina

Publication date 14 October 2015

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-007-0139-2

zbMATH Keywords

model selectionchange pointrank testdata driven test

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric hypothesis testing (62F03) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Data driven rank statistics in change point analysis
• Rank tests for changepoint problems
• A rank statistic for the change-point problem and its application
• Serial rank statistics for detection of changes.
• Detection of change points using rank methods

Cites work

• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• scientific article; zbMATH DE number 4002704 (Why is no real title available?)
• A Method for Simulating Stable Random Variables
• Crossing probabilities for a square root boundary by a bessel process
• Data Driven Rank Test for Two‐Sample Problem
• Efficient and adaptive nonparametric test for the two-sample problem
• Limit theorems for rank statistics
• Local asymptotics for linear rank statistics with estimated score functions
• On the asymptotic behavior of a class of nonparametric tests for a change-point problem
• Test of Significance Based on Wavelet Thresholding and Neyman's Truncation

Cited in

(12)

• A two-sample test when data are contaminated
• Data-Driven Rank Tests for Classes of Tail Alternatives
• Novelty detection based on learning entropy
• Non-parametric change-point tests for long-range dependent data
• A hybrid test for the isotonic change-point problem
• Rank based estimators of the change-point
• Homogeneity and change-point detection tests for multivariate data using rank statistics
• Multivariate Kendall's tau for change-point detection in copulas
• Rank tests for changepoint problems
• Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test
• A rank statistic for the change-point problem and its application
• Data driven rank statistics in change point analysis

This page was built for publication: Data driven rank test for the change point problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q745504)