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Volumn 67, Issue 1, 1998, Pages 137-154

Rank based estimators of the change-point

Author keywords

Change point; Linear rank statistics; Partial sums; Weak convergence

Indexed keywords


EID: 0032536640     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(97)00099-2     Document Type: Article
Times cited : (18)

References (15)
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    • (1994) Proc. 5th Prague Symp. on Asymptotic Statistics , pp. 3-21
    • Antoch, J.1    Hušková, M.2
  • 3
    • 0002323074 scopus 로고
    • The minimum of an additive process with applications to signal estimation in storage theory
    • Bhattacharya, P.K., Brockwell, P.J., 1976. The minimum of an additive process with applications to signal estimation in storage theory. Z. Wahrschein. verw. Gebiete 37, 51-75.
    • (1976) Z. Wahrschein. Verw. Gebiete , vol.37 , pp. 51-75
    • Bhattacharya, P.K.1    Brockwell, P.J.2
  • 5
    • 0001288627 scopus 로고
    • A nonparametric method for the a posteriori detection of the "disorder" time of a sequence of independent random variables
    • Darkhovski, B.S., 1976. A nonparametric method for the a posteriori detection of the "disorder" time of a sequence of independent random variables. Theory Probab. Appl. 21, 178-183.
    • (1976) Theory Probab. Appl. , vol.21 , pp. 178-183
    • Darkhovski, B.S.1
  • 6
    • 38149147470 scopus 로고
    • Change-point estimators in case of small disorders
    • Ferger, D., 1994. Change-point estimators in case of small disorders. J. Statist. Plann. Inference 40, 33-49.
    • (1994) J. Statist. Plann. Inference , vol.40 , pp. 33-49
    • Ferger, D.1
  • 7
    • 0010069635 scopus 로고
    • A limit theorem for rank tests of the change-point problem
    • Gombay, E., 1994. A limit theorem for rank tests of the change-point problem. Proc. 12th Prague Conf. 1994, pp. 81-83.
    • (1994) Proc. 12th Prague Conf. 1994 , pp. 81-83
    • Gombay, E.1
  • 8
    • 0001187338 scopus 로고
    • Some extensions of the Wald-Wolfowitz-Noether theorem
    • Hájek, J., 1961. Some extensions of the Wald-Wolfowitz-Noether theorem. Ann. Math. Statist. 32, 506-523.
    • (1961) Ann. Math. Statist. , vol.32 , pp. 506-523
    • Hájek, J.1
  • 10
    • 0010068845 scopus 로고    scopus 로고
    • Estimators for the time of change in linear models
    • accepted for publication
    • Horváth, L., Hušková, M., Serbinowska, M., 1996. Estimators for the time of change in linear models. Statistics, accepted for publication.
    • (1996) Statistics
    • Horváth, L.1    Hušková, M.2    Serbinowska, M.3
  • 11
    • 0010125029 scopus 로고    scopus 로고
    • Tests and estimators for change point problem based on M-statistics
    • Hušková, M., 1996. Tests and estimators for change point problem based on M-statistics. Statist. Decisions 14, 115-136.
    • (1996) Statist. Decisions , vol.14 , pp. 115-136
    • Hušková, M.1
  • 12
    • 0031566932 scopus 로고    scopus 로고
    • Limit theorems for rank statistics
    • Hušková, M., 1997. Limit theorems for rank statistics. Statist. Probab. Lett. 32, 45-55.
    • (1997) Statist. Probab. Lett. , vol.32 , pp. 45-55
    • Hušková, M.1
  • 13
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    • Invariance principles for rank statistics revisited
    • Sen, P.K., 1978. Invariance principles for rank statistics revisited. Sankhya Ser. A 40, 215-236.
    • (1978) Sankhya Ser. A , vol.40 , pp. 215-236
    • Sen, P.K.1
  • 15
    • 0000646326 scopus 로고
    • On the asymptotic behavior of a class of nonparametric tests
    • Yao, Y.-C., 1990. On the asymptotic behavior of a class of nonparametric tests. Statist. Probab. Lett. 9, 173-177.
    • (1990) Statist. Probab. Lett. , vol.9 , pp. 173-177
    • Yao, Y.-C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.