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A Note on Non‐Parametric Tests for the Change‐Point Problem
Author(s) -
Koziol James A.
Publication year - 1987
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710290708
Subject(s) - parametric statistics , mathematics , variance (accounting) , point (geometry) , parametric model , econometrics , statistics , calculus (dental) , mathematical economics , geometry , economics , medicine , accounting , dentistry
Two general classes of non‐parametric tests for the change‐point problem are introduced. In‐variance principles lead to accessible asymptotic distribution theory.