A Note on Signed Rank Tests for the Changepoint Problem
DOI10.1080/02331889708802535zbMath0842.62034OpenAlexW1998886331WikidataQ126242650 ScholiaQ126242650MaRDI QIDQ4878159
Publication date: 22 May 1996
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889708802535
change pointsBahadur efficiencyMonte Carlo power studyasymptotic null distributionssigned rank statisticsboundary crossing probabilitiesweak convergence of stochastic processesfinite sample approximations
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Probabilistic methods, stochastic differential equations (65C99)
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Cites Work
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