Nonparametric statistical procedures for the changepoint problem (Q2266541)

Let \(X_ 1,...,X_{r-1},X_ r,X_{r+1},...,X_ n\) be independent, continuous random variables such that \(X_ i\), \(i=1,...,r\), has distribution function F(x), and \(X_ i\), \(i=r+1,...,n\), has distribution function F(x-\(\Delta)\), with \(-\infty <\Delta <\infty\). When the integer r is unknown, this is referred to as a change point problem with at most one change. The unknown parameter \(\Delta\) represents the magnitude of the change and r is called the changepoint. In this paper we present a general review discussion of several nonparametric approaches for making inferences about r and \(\Delta\).