Change-point analysis using logarithmic quantile estimation

DOI10.1016/j.spl.2019.02.014zbMath1459.62070OpenAlexW2921693539MaRDI QIDQ2322607

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

permutationmartingalealmost sure limit theoremlogarithmic quantile estimationPettitt rank test

Mathematics Subject Classification ID

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

Cites Work

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• Permutation principles for the change analysis of stochastic processes under strong invariance
• A test for a change in a parameter occurring at an unknown point
• Rank tests for changepoint problems
• An almost everywhere central limit theorem
• Applications of permutations to the simulations of critical values
• A Note on Non‐Parametric Tests for the Change‐Point Problem
• A Class of Statistics with Asymptotically Normal Distribution
• Permutation tests in change point analysis

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