Nonparametric changepoint procedures for repeated measures data
Titel:
Nonparametric changepoint procedures for repeated measures data
Auteur:
Juang, Shing-Her Wolfe, Douglas A.
Verschenen in:
Communications in statistics
Paginering:
Jaargang 19 (1990) nr. 1 pagina's 263-286
Jaar:
1990
Inhoud:
Let (Xi1,…,Xin), i = 1,…, m, be m mutually independent, identically distributed, continuous n-dimensional random vectors. The setting where (Xi1,…,Xir) is an exchangeable vector and (Xi,r+1,…,Xin) is an exchangeable vector but the complete vector (Xi1,…,Xin) is not exchangeable for i = 1, 2,…, m, and some unknown integer r, l < r < n - l, is referred to as a changepoint problem for repeated measures data with at most one change. In this paper we propose three nonparametric procedures to test for non-exchangeability in such data resulting from a change in location. Simulated small-sample null distributions for the three test statistics are obtained and asymptotic approximations for those null distributions are provided. When a change is detected to be significant by one or more of these tests, estimators for the changepoint r and the magnitude of the change are proposed and studied.
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