| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154479 | Statistics & Probability Letters | 2015 | 8 Pages |
Abstract
This work studies minimaxity of the asymptotic risk of Brillinger’s test and proposes a hybrid test for the isotonic change-point problem. The new test turns out to have asymptotic power 1 under some local alternatives and outperforms the other major tests in detecting some weak isotonic signals. An application to live data related with the Amazon flooding issue is illustrated.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Gang Shen, Karl D’Silva,