Change point tests based on U-statistics with applications in reliability

Change point tests based on U-statistics with applications in reliability

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Article ID: iaor19983106
Country: Germany
Volume: 45
Issue: 3
Start Page Number: 259
End Page Number: 269
Publication Date: Jan 1997
Journal: Metrika
Authors: ,
Keywords: quality & reliability
Abstract:

We consider the problem of testing the null hypothesis of no change against the alternative of exactly one change point. The proposed tests are based on generalized two-sample U-statistic processes. We drive the limiting null distributions of the proposed tests. Some applications in Statistical Reliability are given.

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