Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives

DOI10.1080/03610920500501411MaRDI QIDQ5484673zbMATH OpenOpenAlexFDO

Authors Gregory Gurevich

Publication date 21 August 2006

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

Full work available at URL https://doi.org/10.1080/03610920500501411

zbMATH Keywords

Mann-Whitney statisticchange-pointAMOC procedureat most one change (AMOC)

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

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Cites work

• A Non-Parametric Approach to the Change-Point Problem
• A robust surveillance scheme for stochastically ordered alternatives
• An application of the maximum likelihood test to the change-point problem
• An efficient sequential nonparametric scheme for detecting a change of distribution
• Change point problems in the model of logistic regression
• Invariance principles for changepoint problems
• Nonparametric statistical procedures for the changepoint problem
• On tests for detecting change in mean
• On the asymptotic formula for the probability of a type I error of mixture type power one tests
• On the power of nonparametric changepoint-tests
• Tests for a change-point
• \(U\)-statistics for change under alternatives
• \(U\)-statistics for sequential change detection.

Cited in

(4)

• Retrospective Parametric Tests for Homogeneity of Data
• Change-points in stochastic ordering
• Retrospective Change Point Detection: From Parametric to Distribution Free Policies
• Density-based empirical likelihood ratio change point detection policies

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