Finding multiple abrupt change points

DOI10.1016/0167-9473(96)00007-2zbMath0900.62230OpenAlexW2165853647MaRDI QIDQ671476

J. H. Venter, S. J. Steel

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(96)00007-2

zbMATH Keywords

hypothesis testingchange pointsnon-parametric testscomputer intensive methods

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Related Items (10)

Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo ⋮ Detection of multiple change-points in multivariate data ⋮ Multiple change-point detection of multivariate mean vectors with the Bayesian approach ⋮ Estimating the locations and number of change points by the sample-splitting method ⋮ Multiple‐Changepoint Testing for an Alternating Segments Model of a Binary Sequence ⋮ Detecting change-points for shifts in mean and variance using fuzzy classification maximum likelihood change-point algorithms ⋮ Robust singular value decomposition analysis of microarray data ⋮ Greedy Gaussian segmentation of multivariate time series ⋮ Bayesian Time Series Analysis of Structural Changes in Level and Trend ⋮ Fitting multiple change-point models to data

Cites Work

• Unnamed Item
• Estimating the number of change-points via Schwarz' criterion
• Testing for change-points with rank and sign statistics
• Non-parametric testing for the number of change points in a sequence of independent random variables
• Testing for the number of change points in a sequence of exponential random variables
• Rank tests for changepoint problems
• Detecting Change Points by Fourier Analysis

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