Nonparametric tests for scale shift at an unknown time point

DOI10.1080/03610928408828760MaRDI QIDQ3345598zbMATH OpenOpenAlexFDO

Authors Hui K. Hsieh

Publication date 1984

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

Full work available at URL https://doi.org/10.1080/03610928408828760

zbMATH Keywords

Critical valuesindependent observationsinverse normal scoreslinear rank testsordered exponential scorespowerstesting a shift in scale

Mathematics Subject Classification ID

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

Recommendations

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

Cites work

• A Note on Nonparametric Tests for Scale
• A Note on the Generation of Random Normal Deviates
• ASYMPTOTIC NORMALITY OF LINEAR RANK STATISTICS UNDER ALTERNATIVES
• scientific article; zbMATH DE number 3332987 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• Nonparametric Tests for Scale
• On a Theorem of Pitman

Cited in

(6)

• On rank tests for shift detection in time series
• The score test statistic of a general mean-shift model
• Nonparametric Partial Sequential Test for Location Shift at an Unknown Time Point
• Efficiency of nonparametric tests for scale shift at an unknown time point
• A rank test for constancy of a location oil scale parameter
• Nonparametric Tests for Two‐Group Comparisons of Dependent Observations Obtained at Varying Time Points

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