摘要

The nonparametric location-scale statistic is introduced for a change-point problem. A combination of the Wilcoxon and Mood statistics is extended to the change-point setting. The limiting distribution of proposed statistic is derived for testing the null hypothesis of no change. The finite sample critical value of the suggested statistic is estimated by simulation studies. The accuracy of detecting a change point is investigated by simulation studies for various distributions. The method is illustrated by the analysis of real data.

  • 出版日期2012-7

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