A simulation study to examine the sensitivity of the Pettitt test to detect abrupt changes in mean

Hydrological Sciences Journal

Volumn 61, Issue 2, 2016, Pages 245-254

  Mallakpour, Iman ^a   Villarini, Gabriele ^a  

^a UNIVERSITY OF IOWA   (United States)

Author keywords

change point; distribution free test; extremes; Monte Carlo; Pettitt test; sensitivity analysis; simulation

Indexed keywords

MONTE CARLO METHODS; SENSITIVITY ANALYSIS; TIME SERIES;

CHANGE-POINTS; DISTRIBUTION-FREE TEST; EXTREMES; PETTITT TEST; SIMULATION;

TESTING;

CLIMATE CHANGE; COMPUTER SIMULATION; DETECTION METHOD; EXTREME EVENT; MONTE CARLO ANALYSIS; SENSITIVITY ANALYSIS; TESTING METHOD; TIME SERIES ANALYSIS;

EID: 84958920459     PISSN: 02626667     EISSN: 21503435     Source Type: Journal    
DOI: 10.1080/02626667.2015.1008482     Document Type: Article

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