118975 20240319081013.0 doi 10.1007/s10651-022-00539-2 sideral 130160 ART-2022-130160 eng Castillo Mateo, Jorge Universidad de Zaragoza (orcid)0000-0003-3859-0248 Distribution-free changepoint detection tests based on the breaking of records 2022 Access copy available to the general public Unrestricted The analysis of record-breaking events is of interest in fields such as climatology, hydrology or anthropology. In connection with the record occurrence, we propose three distribution-free statistics for the changepoint detection problem. They are CUSUM-type statistics based on the upper and/or lower record indicators observed in a series. Using a version of the functional central limit theorem, we show that the CUSUM-type statistics are asymptotically Kolmogorov distributed. The main results under the null hypothesis are based on series of independent and identically distributed random variables, but a statistic to deal with series with seasonal component and serial correlation is also proposed. A Monte Carlo study of size, power and changepoint estimate has been performed. Finally, the methods are illustrated by analyzing the time series of temperatures at Madrid, Spain. The R package RecordTest publicly available on CRAN implements the proposed methods. info:eu-repo/grantAgreement/ES/DGA/E46-20R info:eu-repo/grantAgreement/ES/MICINN/PID2020-116873GB-I00 info:eu-repo/semantics/openAccess by http://creativecommons.org/licenses/by/3.0/es/ 3.8 2022 STATISTICS & PROBABILITY 13 / 125 = 0.104 2022 Q1 T1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS 19 / 107 = 0.178 2022 Q1 T1 ENVIRONMENTAL SCIENCES 119 / 275 = 0.433 2022 Q2 T2 0.556 2022 Environmental Science (miscellaneous) 2022 Q2 Statistics, Probability and Uncertainty 2022 Q2 Statistics and Probability 2022 Q2 4.0 2022 info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion 2007 265 Universidad de Zaragoza Dpto. Métodos Estadísticos Área Estadís. Investig. Opera. 29, 3 (2022), 655–676 Environ. ecol. stat. ENVIRONMENTAL AND ECOLOGICAL STATISTICS 1352-8505 1202185 http://zaguan.unizar.es/record/118975/files/texto_completo.pdf Versión publicada 1265823 http://zaguan.unizar.es/record/118975/files/texto_completo.jpg?subformat=icon icon Versión publicada oai:zaguan.unizar.es:118975 articulos driver 2024-03-18-15:17:40 ARTICLE