Permutation tests in change point analysis

Statistics and Probability Letters

Volumn 53, Issue 1, 2001, Pages 37-46

  Antoch, Jaromír ^a   Hušková, Marie ^a  

^a CHARLES UNIVERSITY   (Czech Republic)

Author keywords

62E20; 62F07; 62G20; 65C60; Change(s) in location model; Monte Carlo; Permutation tests

Indexed keywords

EID: 18044401122     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00009-8     Document Type: Article

References (8)

1. Antoch J., Hušková M., Jarušková D. Change point detection. Lauro N.C.et al. Lecture Notes of the Fifth IASC Summer School. 2000;1-75 ISI, Voorburg.
2. Csörgo M., Horváth L. Limit Theorems in Change-Point Analysis. 1997;Wiley, New York.
3. Gombay E., Horváth L. On the rate of approximations for maximum likelihood test in change-point models. J. Multivariate Anal. 56:1996;120-152.
4. Good P. Permutation Tests. 2nd Edition. 2000;Springer Verlag, New York.
5. Hušková M. Limit theorems for rank statistics. Statist. Probab. Lett. 32:1997;45-55.
6. Hušková M. Multivariate rank statistics processes and change point analysis. Ahmed S.E., Ahsanullah M., Sinha B.K. Applied Statistical Sciences III. 1997;83-96 Nova Science Publishers, New York.
7. Hušková, M., 1997c. Limit theorems for M -processes via rank statistics processes. in: Balakrishnan, N. (Ed.), Advances in Combinatorial Methods with Applications to Probability and Statistics, pp. 521-534.
8. Lehmann E.L. Theory of Point Estimation. 1991;Wadsworth & Brooks, / Cole California.