A Non-Parametric Approach to the Change-Point Problem

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(97)

Nonparametric control chart based on change-point model
Homogenization of climate data: review and new perspectives using geostatistics
Asymptotics of Studentized \(U\)-type processes for changepoint problems
Nonparametric tests for the changepoint problem
Invariance principles for changepoint problems
Bayesian detection of structural changes
The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
An application of changepoint methods in studying the effect of age on survival in breast cancer.
On detection of change points using mean vectors
Change-point estimators in case of small disorders
Testing for change-points with rank and sign statistics
On the power of nonparametric changepoint-tests
Change point tests based on U-statistics with applications in reliability
BreakPoints
The asymptotic distributions of maximum likelihood ratio test and maximally selected \(\chi^2\)-test in binomial observations
A tail adaptive approach for change point detection
On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
Novel semi-metrics for multivariate change point analysis and anomaly detection
On finite mixture modeling of change-point processes
Change-point detection based on weighted two-sample U-statistics
A robust bootstrap change point test for high-dimensional location parameter
COVID-19 and credit risk: a long memory perspective
Convergence of U-processes in Hölder spaces with application to robust detection of a changed segment
Nonparametric statistical procedures for the changepoint problem
Change-point analysis using logarithmic quantile estimation
Change-point problems: bibliography and review
Multiple changepoint detection in categorical data streams
Residual-based rank specification tests for AR-GARCH type models
A computationally efficient nonparametric approach for changepoint detection
\(L_ p\)-approximations of weighted partial sum processes
Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
A computational method for the detection of activation/deactivation patterns in biological signals with three levels of electric intensity
Eureka Learning: heuristics and response time in perfect information games
A statistical test of change-point in mean that almost surely has zero error probabilities
Non-parametric control chart for controlling variability based on rank test
Information approach for the change-point detection in the skew normal distribution and its applications
Two non parametric methods for change-point detection in distribution
Single change-point detection methods for small lifetime samples
Density-based empirical likelihood ratio change point detection policies
Non-parametric testing for the number of change points in a sequence of independent random variables
Estimation in multi-path change-point problems
A note on approximating distribution functions of cusum and cusumsq tests
Testing for the number of change points in a sequence of exponential random variables
On the asymptotics of randomness statistics
Change-Point Analysis Based on Empirical Characteristic Functions of Ranks
Efficiency of nonparametric tests for scale shift at an unknown time point
Nonparametric changepoint procedures for repeated measures data
Retrospective Change Point Detection: From Parametric to Distribution Free Policies
A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem
Some results on estimating a change-point using non-parametric type statistics
Estimating the Change in a Renewal Process When the Data are Counts
Some nonparametric methods for changepoint problems
Testing for a change in repeated measures data
Multiscale detection and location of multiple variance changes in the presence of long memory
Using the Summed Rank Cusum for monitoring environmental data from industrial processes
Likelihood procedure for testing changes in skew normal model with applications to stock returns
DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES
The exact distribution of the maximizing point of the two-sample empirical process
A Note on Signed Rank Tests for the Changepoint Problem
Estimation in the multipath change point problem for correlated data
A new measure between sets of probability distributions with applications to erratic financial behavior
Invariance principles for change-point problems under dependent random variables
Estimating join points and modelling for multiple change point problem
A control chart for variance based on squared ranks
On the estimation of change points in the Beer-Lambert law problem
A Bayesian wavelet approach to estimation of a change-point in a nonlinear multivariate time series
Randomness measures related to subset occurrence
Multivariate change point control chart based on data depth for phase I analysis
Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives
Comparisons of changepoint estimators
Distribution-Free Tests for the Changepoint Problem
On optimal segmentation and parameter tuning for multiple change-point detection and inference
ANTITHETIC VARIATES FOR MONTE CARLO ESTIMATION OF PROBABILITIES
ANTITHETIC VARIATES FOR MONTE CARLO ESTIMATION OF PROBABILITIES
Exact change point detection with improved power in small‐sample binomial sequences
A weighted U-statistic based change point test for multivariate time series
On the trend detection of time-ordered intensity images of point processes on linear networks
Gradual change-point analysis based on Spearman matrices for multivariate time series
Kendall's tau-based inference for gradually changing dependence structures
Point process models for sweat gland activation observed with noise
Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap
Rank tests for two change points
Nonparametric changed segment detection in functional data
Attack detection and fault-tolerant control of interconnected cyber-physical systems against simultaneous replayed time-delay and false-data injection attacks
Changed segment tests via norm and Brownian projection
Robust selection of the number of change-points via FDR control
Bayesian multiple change-points detection in autocorrelated binary process with application to COVID-19 infection pattern
Detecting weak changes in the mean of a class of nonlinear heteroscedastic models
Derivative estimation for longitudinal data analysis: examining features of blood pressure measured repeatedly during pregnancy
The weighted sum of powers in mean for estimating a change point in linear processes with random coefficients
Comparing the robustness of tests for stochastic versus deterministic trend in time series
Detecting critical change in dynamics through outlier detection with time-varying parameters
Weak convergence of two-parameter empirical fields in change-point problems
Causal network learning with non-invertible functional relationships
Empirical likelihood ratio test for the change-point problem
Segmentation algorithm for long time series analysis
Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method

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