Penalized Maximal F Test for Detecting Undocumented Mean Shift without Trend Change
By Xiaolan L. Wang. 2008
319 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/6813bf59cb9d7d6daa7609ce549318126354e8de
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Citations in the corpus
- A New Approach to Homogenize Daily Radiosonde Humidity Data (2011, methodology): “Testing for a mean shift at an unknown (or undocumented) location is different from testing for a mean shift at a known location because the critical value for the former is much larger than for the latter (Wang 2008a,b).”
- Accounting for Autocorrelation in Detecting Mean Shifts in Climate Data Series Using the Penalized Maximal t or F Test (2008, methodology): “Similarly, Wang (2008) proposed a penalized maximal F (PMF) test for mean shifts in time series without trend change, using an empirically constructed penalty function to even out the W-shaped FAR distribution of the common trend two-phase regression based test (TPR3; Wang 2003).”
- New Techniques for the Detection and Adjustment of Shifts in Daily Precipitation Data Series (2010, methodology): “…the standard F test should be used to test for the statistical significance of the known/documented changepoint at time tc, that is, to compare the Fc statistic with its critical value from F kd,N k , a central F distribution with kd and (N 2 k) degrees of freedom (e.g., Wang 2008a).”
- Recent changes of temperature extremes over Italy: an index-based analysis (2016, methodology): “An implementation of the t test and F-test is available in the R package RHtest (Wang and Feng 2010).”