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313573

Change-Point Tests Based on Integrated Empirical Distribution Functions

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Last updated: 04 May 2025

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Abstract

Three new nonparametric change-point test statistics, based on the integrated empirical function (IEF) are introduced. Properties and distributions of these test statistics are also discussed. We derived the limiting distributions of the tests and conducted a Monte Carlo study to compare the powers of the new tests with their non-integrated counterparts.
 

DOI

10.21608/esju.2004.313573

Keywords

change, Point, Integrated Empirical Function, Asymptotic Theory, Strong Approximations, Gaussian Processes, Monte Carlo

Authors

First Name

Abd-Elnasser

Last Name

Rabou

MiddleName

S.A. Rabou

Affiliation

Statistics Department, Faculty of Economics & Political Science, Cairo University

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Orcid

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Volume

48

Article Issue

1

Related Issue

42996

Issue Date

2004-06-01

Publish Date

2004-06-01

Page Start

46

Page End

60

Print ISSN

0542-1748

Online ISSN

2786-0086

Article File

ESJU_Volume 48_Issue 1_Pages 46-60.pdf

PDF . 7.1MB

Link

https://esju.journals.ekb.eg/article_313573.html

Detail API

http://journals.ekb.eg?_action=service&article_code=313573

Order

5

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 Tests Based on Integrated Empirical Distribution Functions

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Article

Created At

28 Dec 2024