scientific article; zbMATH DE number 4169898

MaRDI QIDQ3497067zbMATH OpenFDO

Authors Doyle L. Hawkins

Publication date 1989

zbMATH Keywords

Critical valueslarge sample approximationsmeanmomentsMonte Carlo methodspercentilesPowerreaction timeretrospective testssequential detection procedurestests for changeU-statisticsvarianceweak convergenceweak invariance principles

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10)

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Cited in

(10)

• Detecting shifts in functions of multivariate location and covariance parameters
• A note on the asymptotic distribution of a statistic for testing stability of a correlation coefficient
• Change point tests based on U-statistics with applications in reliability
• U-Statistics in Sequential Tests and Change Detection
• Change‐point monitoring in linear models
• A u-i approach to retrospective testing for shifting parameters in a linear model
• Retrospective and sequential tests for a change in distribution based on kolmogorov-smirnov-type statistics
• Retrospective Parametric Tests for Homogeneity of Data
• Rank tests for two change points
• The asymptotic power function of GLR tests for local change of parameter

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