𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Nonparametric tests for the changepoint problem

✍ Scribed by Miklós Csörgő; Lajos Horváth


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
438 KB
Volume
17
Category
Article
ISSN
0378-3758

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Bayesian optimal design for changepoint
✍ Juli Atherton; Benoit Charbonneau; David B. Wolfson; Lawrence Joseph; Xiaojie Zh 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 French ⚖ 191 KB

## Abstract We investigate Bayesian optimal designs for changepoint problems. We find robust optimal designs which allow for arbitrary distributions before and after the change, arbitrary prior densities on the parameters before and after the change, and any log‐concave prior density on the changep

A Likelihood Ratio Test for the Nonparam
✍ James F. Troendle 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 97 KB 👁 2 views

The nonparametric Behrens-Fisher hypothesis is the most appropriate null hypothesis for the two-sample comparison when one does not wish to make restrictive assumptions about possible distributions. In this paper, a numerical approach is described by which the likelihood ratio test can be calculated