Nonparametric tests for a change in the coefficient of variation |
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| Authors: | E -E Aly |
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| Institution: | (1) Dept. of Statistics & Operations Research, Faculty of Science, Kuwait University, Kuwait |
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| Abstract: | We consider the problem of testing the null hypothesis of no change against the alternative of exactly one change point when
the change is expressed in terms of the value of the coefficient of variation. We propose a number of nonparametric test statistics
for this problem. The asymptotic theory of the proposed tests is developed.
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| Keywords: | change point tests coefficient of variation nonparametric tests strong approximations Wiener process |
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