Testing change-points with linear trend

DOI10.1080/03610919408813172zbMATH Open0825.62047OpenAlexW2062137761MaRDI QIDQ4844142FDOQ4844142

Authors: Nariaki Sugiura, R. Todd Ogden 

Publication date: 20 August 1995

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919408813172

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zbMATH Keywords

simulationasymptotic distributionrank testschange-point problemnonparametric statisticslikelihood ratioBayes testBrownian bridge processpower comparison of testssmooth change model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Linear Statistical Inference and its Applications
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Rank tests for changepoint problems
• A Test of Goodness of Fit
• Double exponential formulas for numerical integration
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• On tests for detecting change in mean
• Computation of Distribution Functions of Quadratic Forms of Normally Distributed Random Variables
• Some One-Sided Tests for Change in Level
• ASYMPTOTIC NORMALITY OF LINEAR RANK STATISTICS UNDER ALTERNATIVES

Cited In (6)

• Change points with linear trend for the exponential distribution
• Testing for bubbles and change-points
• Colour harmonization in car manufacturing processes
• Rank tests for two change points
• Testing for a change in repeated measures data
• Change-point problems: bibliography and review

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