A hybrid test for the isotonic change-point problem

This work studies minimaxity of the asymptotic risk of Brillinger’s test and proposes a hybrid test for the isotonic change-point problem. The new test turns out to have asymptotic power 1 under some local alternatives and outperforms the other major tests in detecting some weak isotonic signals. An application to live data related with the Amazon flooding issue is illustrated.

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Year of publication:	2015
Authors:	Shen, Gang ; D’Silva, Karl
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 99.2015, C, p. 36-43
Publisher:	Elsevier
Subject:	Change-point \| Isotonic \| Minimax \| Mixing \| Nonparametric

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011208310