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

zbMATH Open1245.62049MaRDI QIDQ2887763FDOQ2887763

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)

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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)

Cited In (11)

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• A robust method for shift detection in time series
• An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
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• A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance
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• Detection and estimation of structural change in heavy-tailed sequence
• Subsampling tests for the mean change point with heavy-tailed innovations

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