Data driven rank statistics in change point analysis

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F09%3A00206217" target="_blank" >RIV/00216208:11320/09:00206217 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Data driven rank statistics in change point analysis

Original language description

The paper deals a class of rank based procedures for detection of changes with adaptively chosen scores. This is a certain continuation of the paper Antoch et al (2008). The limit behavior of the test procedures is studied both under the null as well asunder a general class of alternatives. Accompanying simulation study focuses on various alternatives which are often met in practice.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

<a href="/en/project/GA201%2F09%2F0755" target="_blank" >GA201/09/0755: Modelling nonhomogeneous time series</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2009

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Mathematica Slovaca

ISSN

0139-9918

e-ISSN

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Volume of the periodical

59

Issue of the periodical within the volume

5

Country of publishing house

SK - SLOVAKIA

Number of pages

20

Pages from-to

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UT code for WoS article

000271204800003

EID of the result in the Scopus database

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