Prof. Emad Aly : Nonparametric Tests Against Multiple Change Points

Posted by , part of the Statistics and Data Science Seminar.

At

March 5, 2007, 3:30 p.m.

In

SEO 712

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.