Change-Point Rank Tests with Epidemic Alternative | ||
| The Egyptian Statistical Journal | ||
| Article 1, Volume 50, Issue 2, December 2006, Pages 114-135 PDF (16.28 M) | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.2006.313545 | ||
| Authors | ||
| Abd-Elnasser S.A. Rabou* ; Ahmed M. Gad* | ||
| Statistics Department, Faculty of Economics & Political Science, Cairo University | ||
| 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. | ||
| Keywords | ||
| Change Point; Damico's Test; Epidemic Alternative; Gaussian Processes; Limiting Distribution; Rank Test | ||
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