Accurate tests and intervals based on linear cusum statistics

DOI10.1016/J.SPL.2008.10.018MaRDI QIDQ1007362zbMATHOpenAlexFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 20 March 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.10.018

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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• Tests for a Change Point in the Shape Parameter of Gamma Random Variables

Cited in

(6)

• Accurate tests and intervals based on multivariate CUSUM statistics
• Accurate tests and intervals based on nonlinear cusum statistics
• A general class of CUSUM statistics
• Cornish-Fisher expansions for functionals of the partial sum empirical distribution
• Adjusting Cornish-Fisher expansions and confidence intervals for the effect of roundoff
• A note on approximating distribution functions of cusum and cusumsq tests

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