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| Titel: |
Testing change-points with linear trend |
| Auteur: |
Sugiura, N. Ogden, R. T. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 23 (1994) nr. 2 pagina's 287-322 |
| Jaar: |
1994 |
| Inhoud: |
Tests based on rank statistics are introduced to test for systematic changes in a sequence of independent observations. Proposed tests include a rank test analogous to the parametric likelihood ratio test and others analogous to parametric Bayes tests. The tests are usable with either one- or two-sided alternative hypotheses, and their asymptotic distributions are studied. The results of the general model are applied to two special cases, and their asymptotic distributions are also investigated. A Monte Carlo study verifies the applicability of asymptotic critical points in samples of moderate size, and other simulation studies compare power of the competing tests and their special-case versions. Finally, these tests are applied to a data set of traffic fatalities. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 15 van 15 gevonden artikelen
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