Three new nonparametric change-point test statistics, based on the integrated empirical function (IEF) are introduced. Properties and distributions of these test statistics are also discussed. We derived the limiting distributions of the tests and conducted a Monte Carlo study to compare the powers of the new tests with their non-integrated counterparts.
(2004). Change-Point Tests Based on Integrated Empirical Distribution Functions. The Egyptian Statistical Journal, 48(1), 46-60. doi: 10.21608/esju.2004.313573
MLA
. "Change-Point Tests Based on Integrated Empirical Distribution Functions", The Egyptian Statistical Journal, 48, 1, 2004, 46-60. doi: 10.21608/esju.2004.313573
HARVARD
(2004). 'Change-Point Tests Based on Integrated Empirical Distribution Functions', The Egyptian Statistical Journal, 48(1), pp. 46-60. doi: 10.21608/esju.2004.313573
VANCOUVER
Change-Point Tests Based on Integrated Empirical Distribution Functions. The Egyptian Statistical Journal, 2004; 48(1): 46-60. doi: 10.21608/esju.2004.313573
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