Asymptotic Score-Statistic Processes and Tests for Constant Hazard Against a Change-Point Alternative
Matthews, D. E. ; Farewell, V. T. ; Pyke, R.
Ann. Statist., Tome 13 (1985) no. 1, p. 583-591 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
The problem of testing for a constant failure rate against alternatives with failure rates involving a single change-point is considered. The asymptotic significance level for tests based on maximal score statistics are shown to involve the solution to a first passage time problem for an Ornstein-Uhlenbeck process. An example illustrates the methodology.
Publié le : 1985-06-14
Classification:  Testing exponentiality,  maximal score statistic,  Ornstein-Uhlenbeck process,  weak convergence,  empirical process,  nuisance parameter,  62E20,  62F05 
@article{1176349540,
     author = {Matthews, D. E. and Farewell, V. T. and Pyke, R.},
     title = {Asymptotic Score-Statistic Processes and Tests for Constant Hazard Against a Change-Point Alternative},
     journal = {Ann. Statist.},
     volume = {13},
     number = {1},
     year = {1985},
     pages = { 583-591},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176349540}
}

Matthews, D. E.; Farewell, V. T.; Pyke, R. Asymptotic Score-Statistic Processes and Tests for Constant Hazard Against a Change-Point Alternative. Ann. Statist., Tome 13 (1985) no. 1, pp.  583-591. http://gdmltest.u-ga.fr/item/1176349540/