Title: Power comparison of nonparametric change-point tests
Authors: Herold Dehling - Ruhr-University Bochum (Germany) [presenting]
Daniel Vogel - University of Aberdeen (United Kingdom)
Martin Wendler - University of Greifswald (Germany)
Abstract: Some recent results on the power of nonparametric change point tests are presented. As one example, we will study two change point tests derived from a one sample U-statistic, and compare their power under local as well as under fixed alternatives.