A nonparametric test for detecting changes in location

Edna Schechtmxqglpan

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

Abstract

Procedure for the changepoint problem based on Mann-Whitney-Wilcoxon Statistiek is studied in Schechtman and Wolfe (1981). In this paper we give tables for the null distributions of the statistics for the one-sided and two-sided alternatives. We also report on some Monte Carlo power comparisons involving another nonparametric competitor, proposed by Pettitt (1979).

Original languageEnglish
Pages (from-to)1475-1482
Number of pages8
JournalCommunications in Statistics - Theory and Methods
Volume11
Issue number13
DOIs
StatePublished - 1 Jan 1982
Externally publishedYes

Keywords

  • Monte Carlo power study
  • changepoint problem
  • distribution-free test

ASJC Scopus subject areas

  • Statistics and Probability

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