1987
DOI: 10.1093/biomet/74.3.615
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Rank tests for changepoint problems

Abstract: We consider procedures based on quadratic form rank statistics to test for one or more changepoints in a series of independent observations. Models incorporating both smooth and abrupt changes are introduced. Various test statistics are suggested, their asymptotic null distributions are derived and tables of significance points are given. A Monte Carlo study shows that the asymptotic significance points are applicable to moderately sized samples.

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Cited by 148 publications
(91 citation statements)
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“…This value corresponds to the theoretical (critical) values (see [22]) defining the significance thresholds (at 5%) for the test. Note that the equation proposed by [22] to detect multiple abrupt changes in the mean of a statistical series was also applied. This formula confirmed results obtained using Equation (5).…”
Section: + = T Tmentioning
confidence: 89%
See 2 more Smart Citations
“…This value corresponds to the theoretical (critical) values (see [22]) defining the significance thresholds (at 5%) for the test. Note that the equation proposed by [22] to detect multiple abrupt changes in the mean of a statistical series was also applied. This formula confirmed results obtained using Equation (5).…”
Section: + = T Tmentioning
confidence: 89%
“…To identify a potential shift in the mean, we used the Lombard method [22,23], which constrains the type (abrupt or smooth) and timing (years) of changes affecting the mean and variance values of analyzed hydrological series. Suppose there is a series of observations, noted , ,..., In other words, the mean changes gradually from 1 θ to 2 θ between times 1 T and 2 T .…”
Section: Statistical Analysis Of Extreme Monthly Daily Water Levelsmentioning
confidence: 99%
See 1 more Smart Citation
“…This method allows the detection of shifts (sharp or gradual) in mean and variance values of series and the determination of the precise dates of these shifts. The mathematical basis for this method was described by [21] as well as [22]. Its application to the analysis of hydroclimate data was documented, among others, by [23].…”
Section: Statistical Analysis Of Hydroclimate Seriesmentioning
confidence: 99%
“…Significant longitudinal changes in mean reflectance values were precisely constrained to specific zones (i.e., spatial breakpoint) using the Lombard method (Figure 2). Detailed information on this method can be found in Lombard [1987] and Quessy et al [2011].…”
Section: Image Processingmentioning
confidence: 99%