SOME NONPARAMETRIC METHODS FOR CHANGEPOINT PROBLEMS

被引：8

作者：

EASTWOOD, VR ^{[1
]}

机构：

[1] ACADIA UNIV,DEPT MATH & STAT,WOLFVILLE B0P 1X0,NS,CANADA

来源：

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1993年 / 21卷 / 02期

关键词：

PROJECTIONS OF U-STATISTICS; LIMITING DISTRIBUTIONS; DISTRIBUTIONS OF GAUSSIAN FUNCTIONALS;

D O I：

10.2307/3315813

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A general model for changepoint problems is discussed from a nonparametric viewpoint. The test statistics introduced are based on Cramer-von Mises functionals of certain processes and are shown to converge in distribution to corresponding Gaussian functionals (under the assumption of no change in distribution, H0). We also demonstrate how the distribution of the limiting Gaussian functionals may be tabulated. Finally, properties of the tests under the alternative hypothesis of exactly one changepoint occurring are studied, and some examples are given.

引用

页码：209 / 222

页数：14

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