WANG LIMING, WABG JINGLONG. Non-Parameter Test for Change-Point of Scale Parameter[J]. Chinese Journal of Applied Probability and Statistics, 2007, 23(2): 165-173.
Citation:
WANG LIMING, WABG JINGLONG. Non-Parameter Test for Change-Point of Scale Parameter[J]. Chinese Journal of Applied Probability and Statistics, 2007, 23(2): 165-173.
WANG LIMING, WABG JINGLONG. Non-Parameter Test for Change-Point of Scale Parameter[J]. Chinese Journal of Applied Probability and Statistics, 2007, 23(2): 165-173.
Citation:
WANG LIMING, WABG JINGLONG. Non-Parameter Test for Change-Point of Scale Parameter[J]. Chinese Journal of Applied Probability and Statistics, 2007, 23(2): 165-173.
Non-Parameter Test for Change-Point of Scale Parameter
The change-point problem about the scale parameter is discussed in this paper. Based on two-sample U-statistic two tests are proposed, and their approximate distributions, which are \sup\limits_0<t<1|B(t)| and extreme valve distribution respectively, where \B(t),0\le t\le 1\ is a Brownian bridge, are obtained.
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