On the power of nonparametric changepoint-tests
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/BF01895324.pdf
Reference29 articles.
1. Bhattacharya PK (1987) Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter Case J Multivariate Anal 23:183–208
2. Bhattacharya PK, Brockwell PJ (1976) The minimum of an additive process with applications to signal estimation and storage theory. Z Wahrscheinlichkeitstheorie verw Gebiete 37: 51–75
3. Bhattacharya PK, Frierson Jr. D (1981) A nonparametric control chart for detecting small disorders. Ann Statist 9:544–554
4. Billingsley P (1968) Convergence of probability measures. Wiley, New York
5. Carlstein E (1988) Nonparametric change-point estimation. Ann Statist 16:188–197
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