Serial rank statistics for detection of changes.

DOI10.1016/S0167-7152(02)00352-8zbMath1038.62044MaRDI QIDQ1424484

Marie Hušková

Publication date: 14 March 2004

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

zbMATH Keywords

IndependenceAR-sequencesChange point detectionSerial rank statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Functional limit theorems; invariance principles (60F17)

Related Items

Maximum likelihood estimator in a multi-phase random regression model

Cites Work

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