ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Forthcoming Articles       Volume 10 Issue 4       Subscribe       Article       References       Related articles      
<< firstfirst   < prevprev   Table of contentstoc   next >next   last >>last
Publisher Logo Publication Cover
Search within this journal

Sign tests for change under alternatives 

Authors: Edit Gombay a; Xiongsheng Jin a
Affiliation:   a Department of Mathematical Sciences, University of Alberta Edmonton, Alberta, Canada
DOI: 10.1080/10485259908832768
Publication Frequency: 8 issues per year
Published in: journal Journal of Nonparametric Statistics, Volume 10, Issue 4 1999 , pages 389 - 404
Formats available: PDF (English)
Article Requests: Order Reprints : Request Permissions
View Article: View Article (PDF) View Article (PDF)


Abstract

Sign statistics are used for change-point detection. We consider the so-called “epidemic” alternative, which is a generalization of the at-most-one-change alternative. Asymptotic and exact finite sample distributions under the null hypothesis of no change have been derived in Gombay (1994). We now provide the tables. Furthermore, asymptotics for the test statistics and the properties of the change-point estimators are investigated under the alternative hypotheses. The properly normalized versions of the test statistics are asymptotically normally distributed or functions of normal random variables.
Keywords: Change-point problem; sign statistics; simple random walk; epidemic alternative; asymptotic distribution
view references (11)
Bookmark with:
  • CiteULike
  • Del.icio.us
  • BibSonomy
  • Connotea
  • More bookmarks
Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文(简体和繁體)
© 2009 Informa plc