Detection of long term trend, cyclic variation and step-like change by the lepage test

Abstract

Power of the Lepage test, a distribution-free two-sample test, is studied by means of statistical simulation. The results show that the Lepage test detects such changes as long term trends, cyclic variations and step-like changes in different ways for each type of phenomenon. The Lepage test can be a very good tool for statistical researches in climate change.