Statistics and Data Science Seminar
Prof. Emad Aly
Kuwait University
Nonparametric Tests Against Multiple Change Points
Abstract: We consider the problem of testing the null hypothesis of no change against the
alternative of multiple change points in a series of independent observations.
We consider the three cases of testing against the general multiple change point
alternative, the ordered multiple change point alternative and the epidemic two
change point alternative. We report the asymptotic null distribution of the
considered tests. We also give approximations for their limiting critical values.
Monday March 5, 2007 at 3:30 PM in SEO 712