Nonparametric tests for scale shift at an unknown time point |
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| Authors: | H. K. Hsieh |
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| Affiliation: | Department of Mathematics and Statistics , University of Massachusetts , Amherst, MA, 01003 |
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| Abstract: | A class of linear rank tests is suggested for testing a shift in scale at an unknown time point in a sequence of independent observations. The tests,based on inverse normal scores and on ordered exponential scores,are shown to be asymptotically as efficient as their distribution-oriented competitors. Critical values and powers for these two rank tests are also discussed. |
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| Keywords: | Linear rank test shift in scale inverse normal scores exponential scores power asymptotic relative efficiency |
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