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one-parameter exponential family; parameter change; locally average most powerful test; rank test; asymptotic relative efficiency

References:

[1] H. Chernoff S. Zacks: **Estimating the current mean of a normal distribution which is subjected to changes in time**. Ann. Math. Stat. 35 (1964), 999-1018. DOI 10.1214/aoms/1177700517 | MR 0179874

[2] Z. Kander S. Zacks: **Test procedure for possible changes in parameters of statistical distribution occurring at unknown time point**. Ann. Math. Stat. 37 (1966), 1196-1210. DOI 10.1214/aoms/1177699265 | MR 0202242

[3] Nguyen-van-Huu: **Rank test of hypothesis of randomness against a group of regression alternatives**. Apl. mat. 17 (1972), 422 - 447. MR 0315837 | Zbl 0258.62025

[4] C. R. Rao: **Linear Statistical Inference and Its Applications**. J. Wiley, New York 1965. MR 0221616 | Zbl 0137.36203

[5] J. Hájek Z. Šidák: **Theory of Rank Tests**. Academia, Praha 1967. MR 0229351