Abstract
We consider the problem of testing the null hypothesis of no change against the alternative of exactly one change point when the change is expressed in terms of the value of the coefficient of variation. We propose a number of nonparametric test statistics for this problem. The asymptotic theory of the proposed tests is developed.
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Aly, E.E. Nonparametric tests for a change in the coefficient of variation. Math. Meth. Stat. 16, 369–375 (2007). https://doi.org/10.3103/S1066530707040059
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DOI: https://doi.org/10.3103/S1066530707040059