Data driven rank statistics in change point analysis

In: Mathematica Slovaca, vol. 59, no. 5

Jaromír Antoch - Marie Hušková

Detaily:

Rok, strany: 2009, 545 - 564

Kľúčové slová:

data driven procedures, rank statistics, change point

DOI: https://doi.org/10.2478/s12175-009-0147-y

O článku:

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.

Ako citovať:

ISO 690:

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

APA:

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

O vydaní: