Data driven rank statistics in change point analysis

Year, pages: 2009, 545 - 564

The paper deals a class of rank based procedures for detection of changes with adaptively chosen scores. This is a certain continuation of the paper Antoch et al. (2008). The limit behavior of the test procedures is studied both under the null as well as under a general class of alternatives. Accompanying simulation study focuses on various alternatives which are often met in practice.

Antoch, J., Hušková, M. 2009. Data driven rank statistics in change point analysis. In Mathematica Slovaca, vol. 59, no.5, pp. 545-564. 0139-9918. DOI: https://doi.org/10.2478/s12175-009-0147-y

Antoch, J., Hušková, M. (2009). Data driven rank statistics in change point analysis. Mathematica Slovaca, 59(5), 545-564. 0139-9918. DOI: https://doi.org/10.2478/s12175-009-0147-y