A hybrid test for the isotonic change-point problem

DOI10.1016/J.SPL.2014.12.025MaRDI QIDQ2344865zbMATH OpenOpenAlexFDO

Authors Gang Shen, Karl D'Silva

Publication date 18 May 2015

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

Full work available at URL https://doi.org/10.1016/j.spl.2014.12.025

zbMATH Keywords

minimaxnonparametricmixingchange-pointisotonic

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Minimax procedures in statistical decision theory (62C20) Non-Markovian processes: hypothesis testing (62M07)

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Cites work

• scientific article; zbMATH DE number 425941 (Why is no real title available?)
• Consistent detection of a monotonic trend superposed on a stationary time series
• Efficient Utilization of Non-Numerical Information in Quantitative Analysis General Theory and the Case of Simple Order
• Gaussian and non-Gaussian linear time series and random fields
• Isotonic regression: Another look at the changepoint problem
• On the isotonic change-point problem
• Testing Statistical Hypotheses

Cited in

(3)

• On the isotonic change-point problem
• Isotonic regression: Another look at the changepoint problem
• On periodically isotonic climate change

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