On the power of nonparametric changepoint-tests |
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Authors: | Dietmar Ferger |
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Institution: | (1) Mathematisches Institut, JUSTUS-Liebig-Universität, Arndtstraße 2, 35392 Gießen, Germany |
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Abstract: | We consider a sequenceX
1n,..., Xnn, n N, of independent random elements. Suppose there exists a ![theta](/content/q176xh6q7m7w4647/xxlarge952.gif) 0, 1) such thatX
1n,...,X
(n ),n have the distribution v1 andX
n ]+1.n
,...,X
nn have the distribution v2 v1. We construct consistent level- tests forH
0: =0 versusH
1:![theta](/content/q176xh6q7m7w4647/xxlarge952.gif) (0, 1), which are based on certainU-statistic type processes. A detailed investigation of the power function is also provided. |
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Keywords: | |
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