Far East Journal of Theoretical Statistics
Volume 4, Issue 2, Pages 319 - 338
(December 2000)
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CHANGE
POINT TESTS WHEN
THE SAMPLE SIZE IS RANDOM
Abd-Elnaser S. Abd-Rabou (Egypt) and Emad-Eldin A. A. Aly (Kuwait)
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Abstract: We consider the problem of testing for a change point
when the sample size is random. We propose and study
rank tests for this problem. We develop the asymptotic
theory of the proposed tests. |
Keywords and phrases: empirical and quantile processes,
rank tests, Brownian motion, Brownian bridge, kiefer
process. |
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