An application of the maximum likelihood test to the change-point problem
From MaRDI portal
Recommendations
- Rate of convergence of the maximum likelihood estimate of a change-point
- Asymptotic distributions of maximum likelihood tests for change in the mean
- The maximum likelihood method for testing changes in the parameters of normal observations
- On the change–point problem
- Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
Cites work
- scientific article; zbMATH DE number 4131440 (Why is no real title available?)
- scientific article; zbMATH DE number 3474767 (Why is no real title available?)
- scientific article; zbMATH DE number 638178 (Why is no real title available?)
- scientific article; zbMATH DE number 775839 (Why is no real title available?)
- A limit theorem for the maximum of normalized sums of independent random variables
- Approximation Theorems of Mathematical Statistics
- Asymptotic distributions of maximum likelihood tests for change in the mean
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
- Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
- On tests for detecting change in mean
- Some One-Sided Tests for Change in Level
- Testing a Sequence of Observations for a Shift in Location
- Tests for a change-point
- The likelihood ratio test for the change point problem for exponentially distributed random variables
- The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
- The maximum likelihood method for testing changes in the parameters of normal observations
- The power of likelihood ratio and cumulative sum tests for a change in a binomial probability
Cited in
(71)- Elasticity as a measure for online determination of remission points in ongoing epidemics
- Guaranteed maximum likelihood splitting tests of a linear regression model
- scientific article; zbMATH DE number 58690 (Why is no real title available?)
- scientific article; zbMATH DE number 4145192 (Why is no real title available?)
- ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE
- An extension of a change-point problem
- Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence
- An ANOVA-type test for multiple change points
- Empirical likelihood ratio test for the change-point problem
- scientific article; zbMATH DE number 922032 (Why is no real title available?)
- Retrospective Parametric Tests for Homogeneity of Data
- Estimation of change-point models
- Change-point detection in multinomial data using phi-divergence test statistics
- Changepoint estimation in a segmented linear regression via empirical likelihood
- A weighted \(\chi^2\) test to detect the presence of a major change point in non-stationary Markov chains
- The likelihood ratio method for testing changes in the parameters of double exponential observations
- Epidemic Change Model for the Exponential Family
- A test for detecting the change-point of the mean in a Gaussian model
- Sequential testing of process capability indices
- Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México
- Bounding the maximum of dependent random variables
- On the asymptotic distribution of the scan statistic for empirical distributions
- A changepoint statistic with uniform type I error probabilities
- Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives
- An evaluation of change-point estimators for a sequence of normal observations with unknown parameters
- Change-point problems: bibliography and review
- Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems
- A semiparametric maximum likelihood ratio test for the change point in copula models
- Average Most Powerful Tests for a Segmented Regression
- The weighted sequential likelihood ratio
- On \(L^2\) space approach to change point problems
- Locating a changed segment in a sequence of Bernoulli variables
- An optimal retrospective change point detection policy
- Using the generalized likelihood ratio statistic for sequential detection of a change-point
- Asymptotic distributions of maximum likelihood tests for change in the mean
- Change Point Detection in a General Class of Distributions
- Lois asymptotiques des tests et estimateurs de rupture dans un modèle statistique classique
- Multiscale change point detection via gradual bandwidth adjustment in moving sum processes
- scientific article; zbMATH DE number 4043038 (Why is no real title available?)
- Approximations for the time of change and the power function in change-point models
- scientific article; zbMATH DE number 819203 (Why is no real title available?)
- Retrospective Change Point Detection: From Parametric to Distribution Free Policies
- Maximum log-likelihood ratio test for a change in three parameter Weibull distribution
- Empirical likelihood for change point detection in autoregressive models
- The maximum likelihood method for testing changes in the parameters of normal observations
- Log-likelihood ratio test for detecting transient change
- A statistical test of change-point in mean that almost surely has zero error probabilities
- On the change–point problem
- Two non parametric methods for change-point detection in distribution
- Minimally Selected P and Other Tests for A Single Abrupt Changepoint in A Binary Sequence
- Detection and estimation of abrupt changes in the variability of a process
- Change point problems in the model of logistic regression
- Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design.
- Density-based empirical likelihood ratio change point detection policies
- Editorial
- Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression
- Monitoring parameter change in AR\((p)\) time series models
- Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator
- Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations
- Change‐point monitoring in linear models
- Structural breaks in time series
- On the rate of approximations for maximum likelihood tests in change-point models
- Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
- Bayesian Estimation of Change Point in Inverse Weibull Sequence
- A more powerful test identifying the change in mean of functional data
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- Likelihood procedure for testing change point hypothesis for multivariate Gaussian model
- Rate of convergence of the maximum likelihood estimate of a change-point
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- Testing for the Constancy of Parameters Over Time
- Sequential Comparison of Two Treatments Using Weighted Wald-Type Statistics
This page was built for publication: An application of the maximum likelihood test to the change-point problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1318338)
