Advances and Applications in Statistics
Volume 4, Issue 1, Pages 27 - 44
(April 2004)
|
|
NONPARAMETRIC CHANGE POINT TESTS FOR LTRC DATA
Sana S. Buhamra (Kuwait) and Emad-Eldin A. A. Aly (Kuwait)
|
Abstract: We
consider testing for the change point problem
when the data is randomly left truncated and
right censored (LTRC). We extend the
definition of ranks to hold for LTRC
observations and propose a new rank testing
procedure for the change point problem based
on the modified ranks. We obtained the
asymptotic distributions of the proposed tests
and conducted a Monte Carlo study to compare
their powers. As illustrations, we applied the
proposed procedure on a simulated data set and
on a real data set. |
Keywords and phrases: modified ranks, Monte Carlo, change point. |
|
Number of Downloads: 377 | Number of Views: 1316 |
|