A rank test for constancy of a location oil scale parameter

DOI10.1080/03610929908832313zbMATH Open0918.62014OpenAlexW1965230965MaRDI QIDQ4240712FDOQ4240712

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

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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)

Cites Work

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

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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