Abstract
We consider the problem of testing the null hypothesis of no change against the alternative of exactly one change point. The proposed tests are based on generalized two-sample U-statistic processes. We drive the limiting null distributions of the proposed tests. Some applications in Statistical Reliability are given.
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This research was supported by an NSERC Canada grant at the University of Alberta.
Part of this research was done while visiting the University of Alberta supported by the NSERC Canada grant of the first author.
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Aly, EE.A.A., Kochar, S.C. Change point tests based on U-statistics with applications in reliability. Metrika 45, 259–269 (1997). https://doi.org/10.1007/BF02717108
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DOI: https://doi.org/10.1007/BF02717108