Serial rank statistics for detection of changes.

DOI10.1016/S0167-7152(02)00352-8MaRDI QIDQ1424484zbMATH OpenFDO

Authors Marie Hušková

Publication date 14 March 2004

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(02)00352-8

zbMATH Keywords

IndependenceAR-sequencesChange point detectionSerial rank statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Functional limit theorems; invariance principles (60F17)

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Cited in

(7)

• Maximum likelihood estimator in a multi-phase random regression model
• scientific article; zbMATH DE number 1843493 (Why is no real title available?)
• Consistency of a rank test against general alternatives of change points (surfaces) and continuous trend
• A rank statistic for the change-point problem and its application
• Rank statistics for serial dependence
• Data driven rank statistics in change point analysis
• Data driven rank test for the change point problem

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