An ANOVA-type test for multiple change points

DOI10.1007/S00362-013-0559-1zbMATH Open1306.62103OpenAlexW2052981157MaRDI QIDQ465641FDOQ465641

Authors: Noriah M. Al-Kandari, Emad-Eldin A. A. Aly 

Publication date: 24 October 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-013-0559-1

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zbMATH Keywords

limit theoremsBrownian bridgeMonte Carlo simulations

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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• Penalized least absolute deviations estimation for nonlinear model with change-points
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• Bayesian single change point detection in a sequence of multivariate normal observations
• Rank tests for two change points
• Tests for multiple change points under ordered alternatives

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