Permutation tests in change point analysis

The critical values for various tests for changes in location model are obtained through the use of permutation tests principle. Theoretical results show that in the limit these new "permutation tests" behave in the same way as the "classical tests" stemming from both maximum likelihood and Bayes principles. However, the results of the simulation study show that the permutation tests behave considerably better than the corresponding classical tests if measured by the critical values attained.