Testing for change-points with rank and sign statistics (Q1332864)
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scientific article; zbMATH DE number 633665
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| English | Testing for change-points with rank and sign statistics |
scientific article; zbMATH DE number 633665 |
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Testing for change-points with rank and sign statistics (English)
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15 May 1995
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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.
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sign test statistics
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0.9009426832199096
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0.8721053004264832
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0.8685312271118164
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0.8560423851013184
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0.8428401947021484
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