A hybrid test for the isotonic change-point problem

作者：Shen Gang^*; D'Silva Karl

来源：Statistics & Probability Letters, 2015, 99: 36-43.

DOI：10.1016/j.spl.2014.12.025

• Change-point
• Isotonic
• Minimax
• Mixing
• Nonparametric

This work studies minimaxity of the asymptotic risk of Brillinger's test and proposes a hybrid test for the isotonic change-point problem. The new test turns out to have asymptotic power 1 under some local alternatives and outperforms the other major tests in detecting some weak isotonic signals. An application to live data related with the Amazon flooding issue is illustrated.

• 出版日期2015-4