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Biometrika 2001 88(3):793-804; doi:10.1093/biomet/88.3.793
© 2001 by Biometrika Trust
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Isotonic regression: Another look at the changepoint problem

Wei Biao Wu1, Michael Woodroofe1 and Graciela Mentz1

1 Department of Statistics, University of Michigan, Ann Arbor, Michigan 48109, U.S.Awbwu{at}umich.edu michaelw{at}umich.edu gmentz{at}umich.edu

A test based on isotonic regression is developed for monotonic trends in short range dependent sequences and is applied to Argentina rainfall data and global warming data.This test provides another perspective for changepoint problems. The isotonic test is shown to be more powerful than some existing tests for trend.

Key Words: Changepoint problem; Isotonic regression; Penalised likelihood function; Short range dependence

Received June 2000. Revised January 2001


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