Efficiency of nonparametric tests for scale shift at an unknown time point

DOI10.1080/03610928908830116MaRDI QIDQ3473184zbMATH OpenOpenAlexFDO

Authors Jaap Praagman

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908830116

zbMATH Keywords

Bahadur efficiencylinear rank testsscale shift

Mathematics Subject Classification ID

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

Recommendations

• Nonparametric tests for scale shift at an unknown time point
• Nonparametric tests for change-points of scale parameters
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• Nonparametric Partial Sequential Test for Location Shift at an Unknown Time Point
• Nonparametric tests for nonstandard change-point problems
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• On the power of nonparametric changepoint-tests

Cites work

• A Bayesian Analysis of a Change in the Precision of a Sequence of Independent Normal Random Variables at an Unknown Time Point
• A Non-Parametric Approach to the Change-Point Problem
• ASYMPTOTIC NORMALITY OF LINEAR RANK STATISTICS UNDER ALTERNATIVES
• Bahadur efficiency of rank tests for the change-point problem
• Nonparametric tests for scale shift at an unknown time point

Cited in

(2)

• Nonparametric tests for scale shift at an unknown time point
• Efficient Tests of Nonstationary Hypotheses

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