On the power of nonparametric changepoint-tests

DOI10.1007/BF01895324zbMath0804.62048MaRDI QIDQ1337185

Dietmar Ferger

Publication date: 19 January 1995

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176525

zbMATH Keywords

functional limit theorempower functionchange point problems\(U\)-statistic type processestwo-time parameter stochastic process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07)

Related Items (20)

Change-point detection based on weighted two-sample U-statistics ⋮ ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE ⋮ Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points ⋮ Approximations for the time of change and the power function in change-point models ⋮ Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ Testing for a change in repeated measures data ⋮ Retrospective Change Point Detection: From Parametric to Distribution Free Policies ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests ⋮ Testing for changes using permutations of U-statistics ⋮ \(U\)-statistics for change under alternatives ⋮ NP-Optimal Kernels for Nonparametric Sequential Detection Rules ⋮ Density-Based Empirical Likelihood Ratio Change Point Detection Policies ⋮ Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives ⋮ Random Walks with Drift – A Sequential Approach ⋮ Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes ⋮ Optimal tests for the general two-sample problem ⋮ Nonparametric monitoring of financial time series by jump-preserving control charts ⋮ Nonparametric Sequential Comparison of Two Treatments with Random Allocation ⋮ Rates of convergence for U-statistic processes and their bootstrapped versions

Cites Work

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• CONTINUOUS INSPECTION SCHEMES

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