Nonparametric Tests of Change‐Points with Tapered Data

Nonparametric tests of change-point with tapered data

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...

Nonparametri tests of hange-point with tapered data

Active Data Selection with Faults and Changepoints

We describe a Bayesian formalism for the intelligent selection of observations from sources that may intermittently undergo faults or changepoints. Such active data selection is performed with the goal of taking as few observations as necessary in order to maintain a reasonable level of uncertainty about the variables of interest. The presence of faults/changepoints is not always obvious and th...

Auc-based Tests for Nonparametric Functions with Longitudinal Data

Longitudinal data are very common in biomedical and clinical research, for example, CD4+ cell responses and viral load responses in AIDS clinical research. It is challenging to do inference for the whole trajectory of these longitudinal data if a parametric function is not available to model the trajectories. In this paper we develop an area-under-the-curve (AUC) based nonparametric method to c...

Nonparametric tests for data in randomised blocks with Ordered alternatives

For randomized block designs, nonparametric treatment comparisons are usually made using the Friedman test for complete designs, and the Durbin test for incomplete designs; see, for example, Conover (1998). This permits assessment of only the mean rankings. Such comparisons are here extended to permit assessments of bivariate effects such as the linear by linear effect and the quadratic by line...