(2004). Change-Point Tests Based on Integrated Empirical Distribution Functions. test, 48(1), 46-60. doi: 10.21608/esju.2004.313573
. "Change-Point Tests Based on Integrated Empirical Distribution Functions". test, 48, 1, 2004, 46-60. doi: 10.21608/esju.2004.313573
(2004). 'Change-Point Tests Based on Integrated Empirical Distribution Functions', test, 48(1), pp. 46-60. doi: 10.21608/esju.2004.313573
Change-Point Tests Based on Integrated Empirical Distribution Functions. test, 2004; 48(1): 46-60. doi: 10.21608/esju.2004.313573

Change-Point Tests Based on Integrated Empirical Distribution Functions

The Egyptian Statistical Journal
Article 5, Volume 48, Issue 1, June 2004, Pages 46-60
Document Type: Original Article
DOI: 10.21608/esju.2004.313573
Abstract
Three new nonparametric change-point test statistics, based on the integrated empirical function (IEF) are introduced. Properties and distributions of these test statistics are also discussed. We derived the limiting distributions of the tests and conducted a Monte Carlo study to compare the powers of the new tests with their non-integrated counterparts.
 
Keywords
Change; Point; Integrated Empirical Function; Asymptotic Theory; Strong Approximations; Gaussian Processes; Monte Carlo
Statistics
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