A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem

DOI10.1080/03610928308828612zbMath0569.62041OpenAlexW2061952890MaRDI QIDQ3685848

Edna Schechtman

Publication date: 1983

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928308828612

zbMATH Keywords

distribution-freechange-pointconservative confidence boundsMann-Whitney U-statisticchange in location

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Monte Carlo methods (65C05)

Related Items (2)

Nonparametric statistical procedures for the changepoint problem ⋮ Change-point problems: bibliography and review

Cites Work

• A Non-Parametric Approach to the Change-Point Problem
• On tests for detecting change in mean
• On tests for detecting change in mean when variance is unknown
• On characterization of two-sample \(U\)-statistics
• A test for a change in a parameter occurring at an unknown point
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• On Detecting Changes in the Mean of Normal Variates
• Inference about the change-point in a sequence of random variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Distribution-Free Tests for the Changepoint Problem
• CONTINUOUS INSPECTION SCHEMES

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