Rank tests for changepoint problems
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Publication:3765045
DOI10.1093/biomet/74.3.615zbMath0628.62047OpenAlexW2049380802MaRDI QIDQ3765045
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Publication date: 1987
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/74.3.615
Monte Carlo studyindependent observationschange point problemsasymptotic null distributionssmooth changeabrupt changesmultiple changequadratic form rank statisticstables of significance points
Related Items (37)
Testing for change-points with rank and sign statistics ⋮ Nonparametric estimation in change-point models ⋮ On the power of nonparametric changepoint-tests ⋮ Semiparametric tests for change-points with epidemic alternatives ⋮ Sign tests for change under alternatives ⋮ Single change-point detection methods for small lifetime samples ⋮ Nonparametric boundary detection ⋮ Limit theorems for the union-intersection test ⋮ Testing epidemic changes of infinite dimensional parameters ⋮ Off-line testing for a changed segment in the sample variance ⋮ Limit theorems for rank statistics ⋮ Consistency of a rank test against general alternatives of change points (surfaces) and continuous trend ⋮ Semiparametric method for identifying multiple change-points in financial market ⋮ Testing change-points with linear trend ⋮ Rank-based change-point analysis for long-range dependent time series ⋮ Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series ⋮ A Note on Signed Rank Tests for the Changepoint Problem ⋮ Estimating nonlinear regression with and without change-points by the LAD method ⋮ An ANOVA-type test for multiple change points ⋮ Rank tests for two change points ⋮ Finding multiple abrupt change points ⋮ Semiparametric method for detecting multiple change points model in financial time series ⋮ Testing for a change in repeated measures data ⋮ Change points with linear trend for the exponential distribution ⋮ Bayesian detection of structural changes ⋮ Comparisons of changepoint estimators ⋮ Detection of multiple changes in a sequence of dependent variables ⋮ Detecting change-points for shifts in mean and variance using fuzzy classification maximum likelihood change-point algorithms ⋮ Semiparametric test for multiple change-points based on empirical likelihood ⋮ An application of changepoint methods in studying the effect of age on survival in breast cancer. ⋮ Change-point analysis using logarithmic quantile estimation ⋮ Gradual changes versus abrupt changes. ⋮ Multivariate Kendall's tau for change-point detection in copulas ⋮ Residual-based rank specification tests for AR-GARCH type models ⋮ Non-parametric testing for the number of change points in a sequence of independent random variables ⋮ On detecting and modeling deterministic drift in long run sequences of tapping data ⋮ Consistency of rank tests against some general alternatives
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