The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Nonparametric test procedure for the bivariate changepoint

이변량 변화시점모형에 대한 비모수적인 검정법

  • 김경무 ((713-714) 경북 경산군 진량면 내리리 대구대학교 자연과학대학 통계학과)
  • Published : 1994.02.01
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Abstract

We propose the nonparametric rank-like test for the location parameter in the bivariate changepoint model. Empirical powers between the parametric test and nonparametric test are compared. These results show that rank-like test is better than parametric method except bivariate normal null distribution. The point estimators for the changepoint are also compared by the empirical mean squared errors.

이변량 변화시점 모형에서 위치모수에 대한 비모수적 방법인 순위-모양 검정법을 제시하였다. 이를 경험적인 검정력을 통하여 모수적인 검정과 비교한 결과, 귀무가설분포가 이변량 정규분포일 때를 제외하고는 순위-모양 검정이 월등히 우수함을 알 수 있었다. 또한 변화시점에 대한 점추정량들을 경험적인 평균제곱오차를 이용하여 비교 분석하였다.

Keywords

References

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