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系统科学与数学 1993
NONPARAMETRIC METHODS FOR A MODEL WITH AT MOST ONE CHANGE POINT
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Abstract:
In this paper,the estimates and tests of the change point in a linear regression model arediscussed with Wilcoxon rank sum statistic when observations are large enough.Furthermore,the testing procedure on line is presented.Besides,a method for testing the change point is pro-posed with different observations before and after the change point.