影响因子：0.0
DOI码：10.16152/j.cnki.xdxbzr.2011.05.036
发表刊物：Journal of Northwest University (Natural Science Edition)
关键字：heavy-tail distribution; change point; nonparametric test; Wilcoxon rank-sum statistic
摘要：Aim To study a mean shift problem with κ stable innovations in haavy-tail distribution． Methods Anonparametric test is proposed． Results Based on Wilcoxon rank-sum Statistic，the statistics for testing this change-point problem is constructed. Conclusion The asymptotic null distribution of the statistics is obtained． Besides，the consistency of this test under the alternative hypothesis is also proved．
论文类型：期刊论文
论文编号：1000-274Ⅹ(2011)05-0761-03
卷号：41
期号：5
页面范围：761-763
ISSN号：1000-274X
是否译文：否
第一作者：Dan Wang