相关论文: Signed Sequential Rank CUSUMs

The sign test (Arbuthnott, 1710) and the Wilcoxon signed-rank test (Wilcoxon, 1945) are among the first examples of a nonparametric test. These procedures -- based on signs, (absolute) ranks and signed-ranks -- yield distribution-free tests…

We consider detecting change points in the correlation structure of streaming data with minimum assumptions posed on the underlying data distribution. Detection statistics are constructed for dense and sparse change settings, based on…

Rank correlations have found many innovative applications in the last decade. In particular, suitable rank correlations have been used for consistent tests of independence between pairs of random variables. Using ranks is especially…

The development of high-dimensional white noise test is important in both statistical theories and applications, where the dimension of the time series can be comparable to or exceed the length of the time series. This paper proposes…

We develop methodology to detect structural breaks in the slope function of a concurrent functional linear regression model for functional time series in $C[0,1]$. Our test is based on a CUSUM process of regressor-weighted OLS residual…

It is well known that the conventional cumulative sum (CUSUM) test suffers from low power and large detection delay. In order to improve the power of the test, we propose two alternative statistics. The backward CUSUM detector considers the…

Point processes and, more generally, random measures are ubiquitous in modern statistics. However, they can only take positive values, which is a severe limitation in many situations. In this work, we introduce and study random signed…

In this paper we propose new smoothed sign and Wilcoxon's signed rank tests, which are based on a kernel estimator of the underlying distribution function of data. We discuss approximations of $p$-values and asymptotic properties of these…

An important assumption in the work on testing for structural breaks in time series consists in the fact that the model is formulated such that the stochastic process under the null hypothesis of "no change-point" is stationary. This…

This paper considers the problem of comparing two processes with panel data. A nonparametric test is proposed for detecting a monotone change in the link between the two process distributions. The test statistic is of CUSUM type, based on…

We introduce a rank-based bent linear regression with an unknown change point. Using a linear reparameterization technique, we propose a rank-based estimate that can make simultaneous inference on all model parameters, including the…

The problem of sequential change diagnosis is considered, where a sequence of independent random elements is accessed sequentially, there is an abrupt change in its distribution at some unknown time, and there are two main operational…

This paper investigates the problem of testing independence of two random vectors of general dimensions. For this, we give for the first time a distribution-free consistent test. Our approach combines distance covariance with the…

The scan statistic is by far the most popular method for anomaly detection, being popular in syndromic surveillance, signal and image processing, and target detection based on sensor networks, among other applications. The use of the scan…

A multivariate one-sample location test based on the center-outward ranks and signs is considered, and two different testing procedures are proposed for centrally symmetric distributions. The first test is based on a random division of the…

We consider the online monitoring of multivariate streaming data for changes that are characterized by an unknown subspace structure manifested in the covariance matrix. In particular, we consider the covariance structure changes from an…

Sequential change-point detection plays a critical role in numerous real-world applications, where timely identification of distributional shifts can greatly mitigate adverse outcomes. Classical methods commonly rely on parametric density…

A generalized multisensor sequential change detection problem is considered, in which a number of (possibly correlated) sensors monitor an environment in real time, the joint distribution of their observations is determined by a global…

In the problem of quickest change detection, a change occurs at some unknown time in the distribution of a sequence of random vectors that are monitored in real time, and the goal is to detect this change as quickly as possible subject to a…

The Wilcoxon signed-rank test and the Wilcoxon-Mann-Whitney test are commonly employed in one sample and two sample mean tests for one-dimensional hypothesis problems. For high-dimensional mean test problems, we calculate the asymptotic…