A nonparametric test of stationarity for independent data Academic Article

abstract

• 2015 Elsevier B.V. A nonparametric test of stationarity for independent data is investigated. The test is based on comparing kernel density estimates calculated from subsamples of the data. Asymptotic distribution theory is developed and results of a modest simulation study are presented.

authors

• Hart, Jeffrey

published proceedings

• STATISTICS & PROBABILITY LETTERS

author list (cited authors)

• Hart, J. D.

citation count

• 0

complete list of authors

• Hart, Jeffrey D

publication date

• January 2016

publisher

• Elsevier  Publisher

published in

• Statistics and Probability Letters  Journal

keywords

• Consistent Test
• Local Alternatives
• Randomness Statistics

Digital Object Identifier (DOI)

• 10.1016/j.spl.2015.09.024

start page

• 40

end page

• 44

volume

• 108

URL

• http%3A%2F%2Fdx.doi.org%2F10.1016%2Fj.spl.2015.09.024