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Change-Point Problems || Nonparametric Methods in Change-Point Problems: A General Approach and Some Concrete Algorithms

✍ Scribed by Boris S. Darkhovski

Book ID
124192990
Publisher
Institute of Mathematical Statistics
Year
1994
Weight
735 KB
Volume
23
Category
Article
ISSN
0749-2170

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This paper summarizes the author's experience in researching methods of discovering a change in the behaviour of meteorological and hydrological series. Basic statistical tests applying `maximum' type statistics to detect a sudden or gradual change in location are given. The author stresses that the