Nonparametric Tests for Nonstandard Change-Point Problems
نویسندگان
چکیده
منابع مشابه
Bayesian Hierarchical Nonparametric Inference for Change-point Problems
SUMMARY Bayesian nonparametric inference for a nonsequential change-point problem is studied. We use a mixture of products of Dirichlet processes as our prior distribution. This allows the data before and after the change-point to be dependent, even when the change point is known. A Gibbs sampler algorithm is also proposed in order to overcome analytic diiculties in computing the posterior dist...
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In this work we build two families of nonparametric tests using tapered data for the off-line detection of change-points in the spectral characteristics of a stationary Gaussian process. This is done using the Kolmogorov-Smirnov’s Statistics based on integrated tapered periodograms. The convergence is obtained under the null hypothesis by means of a double indexed (frequency time) process toget...
متن کاملTitle Some Nonparametric Tests for Change-point Detection in Possibly Multivariate Observations
July 24, 2015 Type Package Title Some Nonparametric Tests for Change-Point Detection in Possibly Multivariate Observations Version 0.1-6 Date 2015-07-23 Author Ivan Kojadinovic Maintainer Ivan Kojadinovic Imports stats Suggests copula Description Provides nonparametric tests for assessing whether possibly serially dependent univariate or multivariate observations ...
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We propose a novel nonparametric approach for estimating the location of block boundaries (change-points) of non-overlapping blocks in a random symmetric matrix which consists of random variables having their distribution changing from one block to the other. Our method is based on a nonparametric two-sample homogeneity test for matrices that we extend to the more general case of several groups...
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The nonparametric test for change-point detection proposed by Gombay and Horváth is revisited and extended in the broader setting of empirical process theory. The resulting testing procedure for potentially multivariate observations is based on a sequential generalization of the functional multiplier central limit theorem and on modifications of Gombay and Horváth’s seminal approach that appear...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1995
ISSN: 0090-5364
DOI: 10.1214/aos/1176324326