A simple linear rank test statistics for a possible epidemic-type distributional change are introduced and studied. The proposed rank statistics are extensions of the Damico's two-sample test statistic [ Damico, J. (2004) A new one-sample test for goodness-of-fit, Common. Statist.: Theory and methods, 33(1), 181-193], to the change- point setting. The limiting distributions of these test statistics are presented. Finite sample properties are studied throughout simulation. A Monte Carlo power comparison study of the proposed tests and their rank-based competitors are conducted. The proposed tests are, then, applied to two real data sets.
Rabou, A., & Gad, A. (2006). Change-Point Rank Tests with Epidemic Alternative. The Egyptian Statistical Journal, 50(2), 114-135. doi: 10.21608/esju.2006.313545
MLA
Abd-Elnasser S.A. Rabou; Ahmed M. Gad. "Change-Point Rank Tests with Epidemic Alternative", The Egyptian Statistical Journal, 50, 2, 2006, 114-135. doi: 10.21608/esju.2006.313545
HARVARD
Rabou, A., Gad, A. (2006). 'Change-Point Rank Tests with Epidemic Alternative', The Egyptian Statistical Journal, 50(2), pp. 114-135. doi: 10.21608/esju.2006.313545
VANCOUVER
Rabou, A., Gad, A. Change-Point Rank Tests with Epidemic Alternative. The Egyptian Statistical Journal, 2006; 50(2): 114-135. doi: 10.21608/esju.2006.313545
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