A simple cumulative sum type statistic for the change-point problem with zero-one observations

DOI10.1093/biomet/67.1.79zbMath0424.62015MaRDI QIDQ3859103

Anthony N. Pettitt

Publication date: 1980

Published in: Biometrika (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio testchange-point problemmaximum likelihood estimatorbinary datacumulative sumconditional testzero-one observation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

Related Items (27)

\(\phi\)-divergence based procedure for parametric change-point problems ⋮ ON CHANGE POINT DETECTION AND ESTIMATION ⋮ \(L_ p\)-approximations of weighted partial sum processes ⋮ Analysis of symbolic sequences using the Jensen-Shannon divergence ⋮ Eureka Learning: heuristics and response time in perfect information games ⋮ Change-point diagnostics in competing risks models: two posterior predictive \(p\)-value ap\-proaches ⋮ Nonparametric point estimators for the change-point problem ⋮ Detection of change points using rank methods ⋮ The asymptotic distributions of maximum likelihood ratio test and maximally selected \(\chi^2\)-test in binomial observations ⋮ Structural changes in autoregressive models for binary time series ⋮ Exact change point detection with improved power in small‐sample binomial sequences ⋮ A control chart for variance based on squared ranks ⋮ Inference for modulated stationary processes ⋮ The exact distribution of cusum estimator of a changepoint in a Bernoulli sequence ⋮ A Note on Signed Rank Tests for the Changepoint Problem ⋮ An Optimal Retrospective Change Point Detection Policy ⋮ Sequential monitoring of a Bernoulli sequence when the pre-change parameter is unknown ⋮ Change point problems in the model of logistic regression ⋮ DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES ⋮ Retrospective Parametric Tests for Homogeneity of Data ⋮ Some Recent Results on Monitoring the Rate of a Rare Event ⋮ An extension of a change-point problem ⋮ Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression ⋮ Change-point problems: bibliography and review ⋮ Approximating the distribution of the maximum partial sum of normal deviates ⋮ Functional limit theorems for the “disorder” problem ⋮ Bayesian Time Series Analysis of Structural Changes in Level and Trend

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