On detecting change in likelihood ratio ordering (Q4804991): Difference between revisions

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+Q4769776
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+An information criterion for parameters under a simple order restriction
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+Change-point problem and bootstrap
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+On the change–point problem
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+Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
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+Restricted tests for testing independence of time to failure and cause of failure in a competing-risks model
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+On Detecting Changes in the Mean of Normal Variates
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+The change-point problem for dependent observations
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+The likelihood ratio test for the change point problem for exponentially distributed random variables
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+Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
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+Uniform stochastic ordering and related inequalities
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+On Information and Sufficiency
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+Bayesian deconvolution of Bernoulli-Gaussian processes
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+Ordered Families of Distributions
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+Q4039968
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+Nonparametric point estimators for the change-point problem
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+Q4301147
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+Confidence Sets in Change-Point Problems
@@ Property / cites work: Confidence Sets in Change-Point Problems / rank @@
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+Further analysis of the data by Akaike's information criterion and the finite corrections
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+Change-points in stochastic ordering
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