Testing for change-points with rank and sign statistics

Edit Gombay

Statistics & Probability Letters, 1994, vol. 20, issue 1, 49-55

Abstract: Special tests are designed and their properties investigated for the change-point problem, when the alternative is of the epidemic or square-wave type. Rank statistics and sign statistics are used. The use of sign statistics leads to the study of the properties of the simple random walk.

Keywords: Change-point; problem; Nonparametric; statistics; Asymptotic; distribution; Rank; statistics; Sign; statistics; Simple; random; walk (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (6)

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