Exploring the ability of the Pettitt method for detecting change point by Monte Carlo simulation

Stochastic Environmental Research and Risk Assessment

Volumn 28, Issue 7, 2014, Pages 1643-1655

  Xie, Huantian ^a   Li, Dingfang ^a   Xiong, Lihua ^a  

^a WUHAN UNIVERSITY   (China)

Author keywords

Change point detection; Monte Carlo simulation; Pettitt method; Time series analysis

Indexed keywords

RISK ASSESSMENT; TESTING; TIME SERIES ANALYSIS;

CHANGE POINT DETECTION; COEFFICIENT OF VARIATION; DETECTION OF CHANGES; DISTRIBUTION PARAMETERS; DISTRIBUTION-FREE; PETTITT METHOD; SIGNIFICANCE LEVELS; SKEWED DISTRIBUTION;

MONTE CARLO METHODS;

MONTE CARLO ANALYSIS; NUMERICAL MODEL; STATISTICAL ANALYSIS; TIME SERIES ANALYSIS;

EID: 84890865337     PISSN: 14363240     EISSN: 14363259     Source Type: Journal    
DOI: 10.1007/s00477-013-0814-y     Document Type: Article

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