Testing for a change in repeated measures data

Abstract

Four nonparametric test statistics for the change-point problem with repeated measures data are proposed. In a Monte Carlo simulation study, critical values for the proposed test statistics are simulated and the performances of the proposed tests are compared with the performances of some competitive tests in terms of asymptotic behavior and power. We provide appropriate recommendations for different occurrences of the change-point and illustrate the testing methods using a set of real data.

Keywords:

• Changepoint
• repeated measurements
• rank tests
• Monte Carlo