Nonparametric Tests for a Change in the Coefficient of Variation

被引：5
|
作者：
Aly, E. -E. [1 ]
机构：
[1] Kuwait Univ, Fac Sci, Dept Stat & Operat Res, Kuwait, Kuwait
来源：
MATHEMATICAL METHODS OF STATISTICS | 2007年 / 16卷 / 04期
关键词：
change point tests; coefficient of variation; nonparametric tests; strong approximations; Wiener process;
D O I：
10.3103/S1066530707040059
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider the problem of testing the null hypothesis of no change against the alternative of exactly one change point when the change is expressed in terms of the value of the coefficient of variation. We propose a number of nonparametric test statistics for this problem. The asymptotic theory of the proposed tests is developed.
引用
收藏
页码：369 / 375
页数：7
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