Change-point analysis using logarithmic quantile estimation

DOI10.1016/J.SPL.2019.02.014MaRDI QIDQ2322607zbMATH OpenOpenAlexFDO

Authors Lucia Tabacu, Mark K. Ledbetter

Publication date 5 September 2019

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

Full work available at URL https://doi.org/10.1016/j.spl.2019.02.014

zbMATH Keywords

almost sure limit theoremlogarithmic quantile estimationmartingalepermutationPettitt rank test

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A Class of Statistics with Asymptotically Normal Distribution
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• A Note on Non‐Parametric Tests for the Change‐Point Problem
• A note on the almost sure central limit theorem
• A test for a change in a parameter occurring at an unknown point
• A universal result in almost sure central limit theory.
• Almost sure limit theorems for \(U\)-statistics
• An almost everywhere central limit theorem
• Applications of permutations to the simulations of critical values
• scientific article; zbMATH DE number 2152211 (Why is no real title available?)
• scientific article; zbMATH DE number 5038378 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Logarithmic quantile estimation for rank statistics
• Permutation principles for the change analysis of stochastic processes under strong invariance
• Permutation tests for multiple changes.
• Permutation tests in change point analysis
• Rank tests for changepoint problems
• Testing for change-points with rank and sign statistics
• Testing for changes using permutations of U-statistics
• Testing longitudinal data by logarithmic quantiles

Cited in

(1)

• Testing longitudinal data by logarithmic quantiles

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