Ageneral test statistic for detecting change-points inmultidimensional stochastic processes with unknown parameters is proposed. The test statistic is specialized to the case of detecting changes in sequences of covariance matrices. Large-sample distributional results are presented for the test statistic under the null hypothesis of no-change. The finite-sample properties of the test statistic ...

This paper provides the practitioner with a method of ascertaining when the concentration parameter in a simultaneous equations model is small. We provide some exact distribution theory for a proposed statistic and show that the statistic possesses the minimal desirable characteristics of a test statistic when used to test that the concentration parameter is zero. The discussion is then extende...

The exact critical points for selected sample sizes and significance levels are tabulated for the two-sample test statistic which is a combination of the Wilcoxon and the Mood test statistic. This statistic serves for testing the null hypothesis that two sampled populations have the same location and scale parameters.