Tests for a change-point (Q3769768): Difference between revisions
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Revision as of 22:02, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for a change-point |
scientific article |
Statements
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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