An ANOVA-type test for multiple change points in the mean of heavy-tailed dependent sequence

DOI10.13338/J.ISSN.1006-8341.2016.01.009zbMATH Open1363.62046MaRDI QIDQ2823484FDOQ2823484

Authors: Huiqin Lv, Wenzhi Zhao, Rui Zhao 

Publication date: 6 October 2016

Published in: Basic Sciences Journal of Textile Universities (Search for Journal in Brave)

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zbMATH Keywords

Monte Carlomultiple change pointsANOVA-type test statisticheavy-tailed dependent sequenceLévy process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (2)

• A robust test for mean change in dependent observations
• An ANOVA-type test for multiple change points

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