Testing a Sequence of Observations for a Shift in Location
From MaRDI portal
Publication:4115923
DOI10.2307/2286934zbMath0346.62027OpenAlexW4249663525MaRDI QIDQ4115923
Publication date: 1977
Full work available at URL: https://doi.org/10.2307/2286934
Related Items (61)
Distributions of Bayes-type change-point statistics under polynomial regression ⋮ ON CHANGE POINT DETECTION AND ESTIMATION ⋮ Novel semi-metrics for multivariate change point analysis and anomaly detection ⋮ Confidence sets for the date of a single break in linear time series regressions ⋮ Empirical likelihood for change point detection in autoregressive models ⋮ Distributed estimation and its fast algorithm for change-point in location models* ⋮ A note on approximating distribution functions of cusum and cusumsq tests ⋮ Partial parameter consistency in a misspecified structural change model ⋮ GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS ⋮ Bayesian criteria for discriminating among regression models with one possible change point ⋮ Estimating changes in a multi-parameter exponential family ⋮ Structural Clustering of Volatility Regimes for Dynamic Trading Strategies ⋮ A unifying approach to the shape and change-point hypotheses in the discrete univariate exponential family ⋮ Ratio detection for mean change in α mixing observations ⋮ A new test for structural stability in the linear regression model ⋮ The likelihood ratio test for the change point problem for exponentially distributed random variables ⋮ Ratio detections for change point in heavy tailed observations ⋮ Detection of random change point in one-parameter exponential families ⋮ Unnamed Item ⋮ Empirical likelihood ratio test for the change-point problem ⋮ Robust change point detection method via adaptive LAD-Lasso ⋮ Unnamed Item ⋮ Bayesian analysis of a change-point in exponential families with applications. ⋮ LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES ⋮ Cusums for tracking arbitrary functionals ⋮ Change point detection in linear failure rate distribution under random censorship ⋮ Equivalence relations and \(L^p\) distances between time series with application to the black summer Australian bushfires ⋮ Change point estimation in an \(M/M/2\) queue with heterogeneous servers ⋮ Optimal change-point detection and localization ⋮ Change point detection for high dimensional data via kernel measure with application to human aging brain data ⋮ Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model ⋮ The Development of an Information Criterion for Change-Point Analysis ⋮ Critical values improvement for the standard normal homogeneity test by combining Monte Carlo and regression approaches ⋮ Nonparametric inference on structural breaks ⋮ Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search ⋮ On the exact distribution of maximally selected rank statistics ⋮ Detection of multiple change-points in multivariate time series ⋮ Likelihood ratio tests for testing for multiple contaminants in the shocks and labelled slippage models ⋮ Variable selection bias in regression trees with constant fits ⋮ On an optimal design for an isotonic inference ⋮ A robust test for mean change in dependent observations ⋮ Comparisons of changepoint estimators ⋮ Testing for the number of change points in a sequence of exponential random variables ⋮ Strong convergence rate of robust estimator of change point ⋮ A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process ⋮ Multiple change-point detection: a selective overview ⋮ Hybrid regions for post-change mean in a sequence of normal variables ⋮ An efficient algorithm for estimating a change-point ⋮ Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives ⋮ The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability ⋮ The asymptotic power function of GLR tests for local change of parameter ⋮ High dimensional change point inference: recent developments and extensions ⋮ Testing for change in mean of independent multivariate observations with time varying covariance ⋮ Change-point problems: bibliography and review ⋮ Confidence distributions for skew normal change-point model based on modified information criterion ⋮ Application of the bootstrap method for change points analysis in generalized linear models ⋮ Detecting Changes in Linear Regressions ⋮ A new measure between sets of probability distributions with applications to erratic financial behavior ⋮ An application of the maximum likelihood test to the change-point problem ⋮ Detection and estimation of abrupt changes in the variability of a process ⋮ Fitting multiple change-point models to data
This page was built for publication: Testing a Sequence of Observations for a Shift in Location