On tests for detecting change in mean

DOI10.1214/AOS/1176343001zbMath0305.62014OpenAlexW2007666360MaRDI QIDQ1217418

Publication date: 1975

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343001

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05)

Related Items (88)

On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations ⋮ Distributions of Bayes-type change-point statistics under polynomial regression ⋮ INVARIANCE PRINCIPLES FOR CHANGE-POINT PROBLEMS UNDER DEPENDENT RANDOM VARIABLES ⋮ Constrained energy variation for change point detection ⋮ POWER COMPARISON OF SOME TESTS FOR DETECTING A CHANGE IN THE MULTIVARIATE MEAN ⋮ ON CHANGE POINT DETECTION AND ESTIMATION ⋮ Likelihood ratio test change-point detection in the skew slash distribution ⋮ Nonparametric estimation in change-point models ⋮ Empirical likelihood for change point detection in autoregressive models ⋮ Distributed estimation and its fast algorithm for change-point in location models* ⋮ Single change-point detection methods for small lifetime samples ⋮ Detecting a change in the intercept in multiple regression ⋮ Nonparametric tests for the changepoint problem ⋮ Multiple changepoints problem-nonparmetric procedures for estimation of the points of change ⋮ Change point tests based on U-statistics with applications in reliability ⋮ Bayesian criteria for discriminating among regression models with one possible change point ⋮ Estimation of static travel times in a dynamic route guidance system ⋮ Nonparametric change point detection in multivariate piecewise stationary time series ⋮ Invariance principles for changepoint problems ⋮ Detecting a Change in the Correlation Coefficient in a Sequence of Bivariate Normal Variables ⋮ Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting ⋮ Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case ⋮ Two-sided tests for change in level for correlated data ⋮ A new hybrid approach to panel data change point detection ⋮ Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point ⋮ Detection of random change point in one-parameter exponential families ⋮ On the change–point problem ⋮ Unnamed Item ⋮ Empirical likelihood ratio test for the change-point problem ⋮ Locally optimal invariant tests for change in level ⋮ Nonparametric changepoint procedures for repeated measures data ⋮ Testing change-points with linear trend ⋮ ClaSP: parameter-free time series segmentation ⋮ LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES ⋮ Modified information criterion for detecting changes in skew slash distribution ⋮ Likelihood ratio test for one-sided hypothesis of covariance matrices of two normal populations ⋮ Change point detection in linear failure rate distribution under random censorship ⋮ Strong convergence rates of multiple change-point estimator for ρ-mixing sequence ⋮ Detecting anomalies in fibre systems using 3-dimensional image data ⋮ Some remarks on applications of tests for detecting a change point to psychometric problems ⋮ A Likelihood Integrated Method for Exploratory Graphical Analysis of Change Point Problem with Directional Data ⋮ A Bayesian approach to inference about a change point model with application to DNA copy number experimental data ⋮ Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change ⋮ Two non parametric methods for change-point detection in distribution ⋮ A Bayesian approach for locating change points in a compound Poisson process with application to detecting DNA copy number variations ⋮ Detecting a change in variances ⋮ A Bayesian analysis of the change-point problem for directional data ⋮ Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model ⋮ Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously ⋮ On \(L^2\) space approach to change point problems ⋮ Change-point analysis with bathtub shape for the exponential distribution ⋮ Tests for parameter changes at unknown times in linear regression models ⋮ Change points and temporal dependence in reconstructions of annual temperature: did Europe experience a little ice age? ⋮ An Optimal Retrospective Change Point Detection Policy ⋮ The minimum of an additive process with applications to signal estimation and storage theory ⋮ Rank tests for two change points ⋮ Nonparametric estimation in a two change-point model ⋮ Optimal Detection of Changepoints With a Linear Computational Cost ⋮ Detection of multiple change-points in multivariate time series ⋮ Retrospective Change Point Detection: From Parametric to Distribution Free Policies ⋮ On two estimates related to the change-point problem ⋮ Nonparametric statistical procedures for the changepoint problem ⋮ Change point problems in the model of logistic regression ⋮ Change-point problems for the von Mises distribution ⋮ Distribution-Free Tests for the Changepoint Problem ⋮ DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES ⋮ The screening and ranking algorithm to detect DNA copy number variations ⋮ Retrospective Parametric Tests for Homogeneity of Data ⋮ Multiple change-point detection: a selective overview ⋮ Non-parametric Shewhart control charts ⋮ Density-Based Empirical Likelihood Ratio Change Point Detection Policies ⋮ On tests for detecting change in mean when variance is unknown ⋮ A changepoint statistic with uniform type I error probabilities ⋮ Some results on estimating a change-point using non-parametric type statistics ⋮ The asymptotic power function of GLR tests for local change of parameter ⋮ An extension of a change-point problem ⋮ Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression ⋮ Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives ⋮ Change Point Analysis for Generalized Lambda Distribution ⋮ Change-point problems: bibliography and review ⋮ Confidence distributions for skew normal change-point model based on modified information criterion ⋮ Simultaneous confidence intervals based on one-sided max \(t\) test ⋮ Functional limit theorems for the “disorder” problem ⋮ Multiscale Change Point Inference ⋮ Inference for single and multiple change-points in time series ⋮ A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem ⋮ An application of the maximum likelihood test to the change-point problem ⋮ Sensor fault detection and isolation: a game theoretic approach

This page was built for publication: On tests for detecting change in mean