Testing change-points with linear trend (Q4844142)
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scientific article; zbMATH DE number 787928
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing change-points with linear trend |
scientific article; zbMATH DE number 787928 |
Statements
Testing change-points with linear trend (English)
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20 August 1995
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change-point problem
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smooth change model
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rank tests
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nonparametric statistics
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Bayes test
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likelihood ratio
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asymptotic distribution
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Brownian bridge process
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power comparison of tests
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simulation
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0.8732654452323914
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0.8300551772117615
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0.826374888420105
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0.8222104907035828
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0.8214218616485596
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