A rank test for constancy of a location oil scale parameter

DOI10.1080/03610929908832313MaRDI QIDQ4240712zbMATH OpenOpenAlexFDO

Authors

Publication date 29 April 1999

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

Full work available at URL https://doi.org/10.1080/03610929908832313

zbMATH Keywords

periodogramchange point modelnonlinear rank statistic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Tests For Constancy Of Model Parameters Over Time
• Rank tests for changepoint problems
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• A rank statistic for the change-point problem and its application
• scientific article; zbMATH DE number 2119477

Cites work

• Testing and Locating Variance Changepoints with Application to Stock Prices
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance

Cited in

(2)

• The Cucconi test for location-scale alternatives in application to asymmetric hydrological variables
• On rank tests for shift detection in time series

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