Rank tests for two change points

DOI10.1016/0167-9473(95)00060-7zbMATH Open0875.62184OpenAlexW2046949284MaRDI QIDQ671335FDOQ671335

Authors: Emad-Eldin A. A. Aly, Sana S. BuHamra 

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(95)00060-7

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zbMATH Keywords

Brownian bridgeLimit theoremsMonte Carlo powersRank tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Rank tests for changepoint problems
• A Non-Parametric Approach to the Change-Point Problem
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• On tests for detecting change in mean
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• Boundary-crossing probabilities of some random fields related to likelihood ratio tests for epidemic alternatives
• Nonparametric statistical procedures for the changepoint problem
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• Title not available (Why is that?)
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• Testing change-points with linear trend

Cited In (7)

• A rank statistic for non-parametric \(k\)-sample and change point problems
• Two-Sample Rank Tests for Detecting Changes That Occur in a Small Proportion of the Treated Population
• An ANOVA-type test for multiple change points
• Rank tests for changepoint problems
• Tests for multiple change points under ordered alternatives
• Testing change-points with linear trend
• Testing for a change in repeated measures data

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