Tests for a change-point (Q3769768): Difference between revisions

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Latest revision as of 17:52, 21 December 2024

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Tests for a change-point
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    Tests for a change-point (English)
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    1987
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    power approximations
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    conditional boundary crossing probabilities
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    change-point
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    change of the mean
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    independent normal random variables
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    same variance
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    likelihood ratio tests
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    cusums of recursive residuals
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    Pettitt's test
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    Chernoff-Zacks' statistic
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    approximate power
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    approximations of boundary crossing probabilities
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