SOME ONE-SIDED TESTS FOR CHANGE IN LEVEL

被引:51
作者
SEN, A
SRIVASTAVA, MS
机构
[1] UNIV ILLINOIS,COLL URBAN SCI,BOX 4348,CHICAGO,IL 60680
[2] UNIV TORONTO,DEPT MATH,100 ST GEORGE ST,TORONTO M5S 1A1,ONTARIO,CANADA
关键词
D O I
10.2307/1268001
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:61 / 64
页数:4
相关论文
共 12 条
[1]   NONPARAMETRIC TESTS FOR SHIFT AT AN UNKNOWN TIME POINT [J].
BHATTACHARYYA, GK ;
JOHNSON, RA .
ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (05) :1731-+
[2]   A CHANGE IN LEVEL OF A NON-STATIONARY TIME SERIES [J].
BOX, GEP ;
TIAO, GC .
BIOMETRIKA, 1965, 52 :181-&
[3]   ESTIMATING CURRENT MEAN OF NORMAL-DISTRIBUTION WHICH IS SUBJECTED TO CHANGES IN TIME [J].
CHERNOFF, H ;
ZACKS, S .
ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (03) :999-&
[4]   ON DETECTING CHANGES IN MEAN OF NORMAL VARIATES [J].
GARDNER, LA .
ANNALS OF MATHEMATICAL STATISTICS, 1969, 40 (01) :116-&
[5]   TIME-ORDERED CLASSIFICATION [J].
HINKLEY, DV .
BIOMETRIKA, 1972, 59 (03) :509-523
[6]  
HINKLEY DV, 1970, BIOMETRIKA, V57, P1
[7]  
*ILL DEP TRANSP, 1972, ILLINOIS MOTOR VEHIC
[8]   Serial correlation and quadratic forms in normal variables [J].
Koopmans, T .
ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :14-33
[9]  
MULHOLLAND HP, 1970, BIOMETRIKA, V57, P155
[10]  
PAGE ES, 1955, BIOMETRIKA, V42, P523, DOI 10.2307/2333401