Étude asymptotique et pratique du comportement de deux tests de détection de rupture
Dariush Ghorbanzadeh; Dominique Picard
Statistique et analyse des données (1991)
- Volume: 16, Issue: 3, page 63-84
- ISSN: 0750-7364
Access Full Article
topHow to cite
topGhorbanzadeh, Dariush, and Picard, Dominique. "Étude asymptotique et pratique du comportement de deux tests de détection de rupture." Statistique et analyse des données 16.3 (1991): 63-84. <http://eudml.org/doc/109020>.
@article{Ghorbanzadeh1991,
author = {Ghorbanzadeh, Dariush, Picard, Dominique},
journal = {Statistique et analyse des données},
language = {fre},
number = {3},
pages = {63-84},
publisher = {Association pour la statistique et ses illustrations},
title = {Étude asymptotique et pratique du comportement de deux tests de détection de rupture},
url = {http://eudml.org/doc/109020},
volume = {16},
year = {1991},
}
TY - JOUR
AU - Ghorbanzadeh, Dariush
AU - Picard, Dominique
TI - Étude asymptotique et pratique du comportement de deux tests de détection de rupture
JO - Statistique et analyse des données
PY - 1991
PB - Association pour la statistique et ses illustrations
VL - 16
IS - 3
SP - 63
EP - 84
LA - fre
UR - http://eudml.org/doc/109020
ER -
References
top- [1] Barndorff-Nielsen, O. (1963). On the limit behavior of extreme order statistics. Ann of Stat. 34 pp 992-1002. Zbl0119.15004MR150889
- [2] Bhattacharya, P.K & Fierson, D. JR (1981). A non parametric control chart for detecting disorders.Ann of Stat. 9. pp 544-554 Zbl0503.62077MR615430
- [3] Bhattacharya, R.N. & Waymire, E.C. (1990) Stochastic Processes with Applications .Wiley. MR1054645
- [4] Bhattacharya, G.K. & Johnson, R.A.(1968). Non parametric tests for shifts at an unknown time point. Ann Math.Stat. 39 pp 1731-1743 Zbl0167.47203MR230425
- [5] Billingsley, P. (1968). Convergence of Probability Measures. Wiley, New York. Zbl0944.60003MR233396
- [6] Billingsley, P. (1979). Probability and Measure. Wiley, New York. Zbl0649.60001MR534323
- [7] Chernoff, H. & Zacks, S (1964). Estimating the current mean of a normal distribution which is subjected to change in time. Ann. Math. Stat. 35 pp 999-1018. Zbl0218.62033MR179874
- [9] Cobb, G.W. (1978). The problem of the Nile: Conditional solution to a changepoint problem. Biometrika, 65, 2, pp. 243-251. Zbl0394.62074MR513930
- [10] Csörgö, M. & Horvàth, L (1988). Nonparametric Methods for changepoint problems. Handbook of Statistic,Vol.7. pp 403-425.
- [11] Deshayes, J. & Picard, D. (1986) Off line Statistical ananlysis of change-point models using non parametric and likelihood methods. Lecture Notes on Information and Control. Sringer verlag.
- [12] Gardner, L.A. Jr. (1969). On detecting changes in the mean of normal variates. Ann.Math.Stat. 40. pp 114-115. Zbl0184.22202MR243666
- [13] Ghorbanzadeh, D. (1991). Ruptures dans les modèles non paramétriques Applications et Tests. Séminaire 90-91. PARIS V. pp 195-210.
- [14] Hajek, J. (1968) Asymptotic normality of simple linear rank statistics under alternatives. Ann Math Stat. 39. pp 325-346. Zbl0187.16401MR222988
- [15] Hajek, J & Sidak, Z. (1967). Theory of Rank. Academic, New York. Zbl0161.38102
- [16] Hinkley, D.V. & Hinkley, E.A. (1970) Inference about the change point in a sequence of binomial variables. Biometrika, 57, 2, pp.477-488. Zbl0214.46603MR275556
- [17] Kander, A. & Zacks, S. (1966). Test procedures for possible changes in parameters of statistical distributions occurring at unknown time points. Ann Math Stat. 37. pp 1196-1210. Zbl0143.41002MR202242
- [18] Longini, I.M. (1990). Modeling the Decline of CD4+ ,T-Lymphocyte Counts in HEV-Infected Indiviuals. Journal of Acquired Immune Deficiency Syndromes, Vol.3, N° 9.
- [19] Manon, R. & Reynolds, JR. (1975). A sequential Signed Rank Test for symmetry. Ann of Stat 2. pp 382-400. Zbl0325.62050MR359210
- [20] Picard, D. (1985). Testing and estimating change-point in time series. Advances in Appl. Prob. 17. pp 841-867. Zbl0585.62151MR809433
- [21] Roussas, G. (1972). Contiguity of Probability measure. Combrige University press. Zbl0265.60003MR359099
- [22] Sen, A. & Srivastava, M.S. (1975). On tests for detecting change in mean. Ann of Stat. 3 pp 90-108. Zbl0305.62014MR362649
- [23] Shorac, G.R. & Wellner, J.A. (1986). Empirical Processes with Applications to Statistics. Wiley, New York. Zbl1170.62365MR838963
- [24] Williams, D. (1979). Diffusions, Markov processes and Martingales. Vol.l, Wiley, New York. Zbl0826.60002MR531031
- [25] Worsley, K.J. (1986). Confidence regions and tests for a change point in a sequence of exponential family variables. Biometrika, 73, pp.91-104. Zbl0589.62016MR836437
- [26] Zacks, S. (1982). Fixed sample and sequential procedures. Statistique et Analyse des Données, pp.48-81. Zbl0511.62091MR677278
Citations in EuDML Documents
topNotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.