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313545

Change-Point Rank Tests with Epidemic Alternative

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Last updated: 05 Jan 2025

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Abstract

A simple linear rank test statistics for a possible epidemic-type distributional change are introduced and studied. The proposed rank statistics are extensions of the Damico's two-sample test statistic [ Damico, J. (2004) A new one-sample test for goodness-of-fit, Common. Statist.: Theory and methods, 33(1), 181-193], to the change- point setting. The limiting distributions of these test statistics are presented. Finite sample properties are studied throughout simulation. A Monte Carlo power comparison study of the proposed tests and their rank-based competitors are conducted. The proposed tests are, then, applied to two real data sets.

DOI

10.21608/esju.2006.313545

Keywords

Change Point, Damico's Test, Epidemic Alternative, Gaussian Processes, Limiting Distribution, Rank Test

Volume

50

Article Issue

2

Related Issue

42977

Issue Date

2006-12-01

Publish Date

2006-12-01

Page Start

114

Page End

135

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_313545.html

Detail API

https://esju.journals.ekb.eg/service?article_code=313545

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Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Change-Point Rank Tests with Epidemic Alternative

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Type

Article

Created At

28 Dec 2024