Permutation tests for multiple changes. (English) Zbl 1264.62038
Summary: Approximations to the critical values of tests for multiple changes in location models are obtained through the permutation tests principle. Theoretical results prove that the approximations based on the limit distributions and the permutation distributions of the test statistics behave in the same way in the limit. However, the results of a simulation study show that the permutation tests behave considerably better than the corresponding tests based on the asymptotic critical values.
MSC:
| 62G10 | Nonparametric hypothesis testing |
| 62G20 | Asymptotic properties of nonparametric inference |
| 65C60 | Computational problems in statistics (MSC2010) |
Keywords:
asymptoticsReferences:
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