Distribution-Free Tests for the Changepoint Problem

DOI10.1080/01966324.1988.10737233zbMath0718.62084OpenAlexW2011603602WikidataQ58117244 ScholiaQ58117244MaRDI QIDQ5750151

Douglas A. Wolfe, Edna Schechtman

Publication date: 1988

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1988.10737233

zbMATH Keywords

Gaussian processesdistribution-free testschangepoint problemMann-Whitney-Wilcoxon statisticsapproximations to null distributionsMonte Carlo power comparisons

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

Nonparametric statistical procedures for the changepoint problem ⋮ A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem

Cites Work

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• A Non-Parametric Approach to the Change-Point Problem
• A nonparametric control chart for detecting small disorders
• On tests for detecting change in mean
• On tests for detecting change in mean when variance is unknown
• Nonparametric statistical procedures for the changepoint problem
• The problem of the Nile: Conditional solution to a changepoint problem
• A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• On Detecting Changes in the Mean of Normal Variates
• Robust Estimation in Analysis of Variance
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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