A Non-Parametric Approach to the Change-Point Problem

1979/01/01 by A. N. Pettitt · 15 citations
Engineering · #Aerospace Engineering and Control Systems

paper · doi:10.2307/2346729

crossref issued 1979/01/01 · crossref published 1979/01/01 · crossref published-print 1979/01/01 · openalex publication_date 1979/01/01 · crossref created 2006/06/18 · crossref deposited 2021/07/20 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/03 · crossref indexed 2026/08/03

Abstract

Non‐parametric techniques are introduced for the change‐point problem. Exact and approximate results are obtained for testing the null hypothesis of no change. The methods are illustrated by the analysis of three sets of data illustrating the techniques for zero–one observations, Binomial observations and continuous observations. Some comparisons are made with methods based on cusums.

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