A nonparametric test for the mean change-point in heavy-tail observation

MaRDI QIDQ2887763zbMATH OpenFDO

Authors Pengjiang Guo, Zhiming Xia, Shasha Wang, Dan Wang

Publication date 1 June 2012

Published in Journal of Northwest University. Natural Sciences Edition (Search for Journal in Brave)

zbMATH Keywords

Wilcoxon rank-sum statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Recommendations

• scientific article; zbMATH DE number 5587083
• scientific article; zbMATH DE number 7403680
• Subsampling tests for the mean change point with heavy-tailed innovations
• Change-point in the mean of heavy-tailed dependent observations
• A robust test for mean change in dependent observations

Cited in

(11)

• A robust test for mean change in dependent observations
• scientific article; zbMATH DE number 7403680 (Why is no real title available?)
• Change-point in the mean of heavy-tailed dependent observations
• A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance
• An ANOVA-type test for multiple change points in the mean of heavy-tailed dependent sequence
• An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
• Detection and estimation of structural change in heavy-tailed sequence
• scientific article; zbMATH DE number 5587083 (Why is no real title available?)
• Subsampling tests for the mean change point with heavy-tailed innovations
• A robust method for shift detection in time series
• A tail adaptive approach for change point detection

This page was built for publication: A nonparametric test for the mean change-point in heavy-tail observation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2887763)