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Testing Change-Points With Linear Trend (1994)
| Venue: | Communications in Statistics B: Simulation and Computation |
| Citations: | 6 - 0 self |
BibTeX
@INPROCEEDINGS{Sugiura94testingchange-points,
author = {N. Sugiura and R. T. Ogden},
title = {Testing Change-Points With Linear Trend},
booktitle = {Communications in Statistics B: Simulation and Computation},
year = {1994},
pages = {23--287}
}
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Abstract
Tests based on rank statistics are introduced to test for systematic changes in a sequence of independent observations. Proposed tests include a rank test analogous to the parametric likelihood ratio test and others analogous to parametric Bayes tests. The tests are usable with either one- or twosided alternative hypotheses, and their asymptotic distributions are studied. The results of the general model are applied to two special cases, and their asymptotic distributions are also investigated. A Monte Carlo study verifies the applicability of asymptotic critical points in samples of moderate size, and other simulation studies compare power of the competing tests and their special-case versions. Finally, these tests are applied to a data set of traffic fatalities. 1. INTRODUCTION The situation which will be considered in this paper, following the work of Lombard (1987) is that of a set of independent and ordered random variables Y 1 ; Y 2 ; : : : ; Y T with continuous distribution fu...
Keyphrases
linear trend asymptotic distribution simulation study alternative hypothesis systematic change special-case version monte carlo study traffic fatality rank test analogous ordered random variable data set independent observation continuous distribution fu parametric likelihood ratio test moderate size bayes test general model special case rank statistic asymptotic critical point
