On the power of nonparametric changepoint-tests

On the power of nonparametric changepoint-tests

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Article ID: iaor19952342
Country: Germany
Volume: 41
Start Page Number: 277
End Page Number: 292
Publication Date: Feb 1994
Journal: Metrika
Authors:
Abstract:

The paper considers a sequence equ1, of independent random elements. Suppose there exists a equ2 such that equ3, have the distribution ν1 and equ4 have the distribution equ5. The paper constructs consistent level-α tests for equ6 versus equ7, which are based on certain U-statistic type processes. A detailed investigation of the power function is also provided.

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