Change-points in stochastic ordering

DOI10.1080/03610920008832490MaRDI QIDQ4541701zbMATH OpenOpenAlexFDO

Authors Chengjie Xiong, George A. Milliken

Publication date 28 July 2002

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920008832490

zbMATH Keywords

chi-bar square distributionisotonic regressionmultinomial distibution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Parametric hypothesis testing (62F03) Sequential statistical analysis (62L10)

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Cites work

• A Distribution-Free Test for Stochastic Ordering
• A Likelihood Ratio Test for Stochastic Ordering
• A new look at the statistical model identification
• A nonparametric likelihood ratio test
• An information criterion for parameters under a simple order restriction
• Further analysis of the data by Akaike's information criterion and the finite corrections
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• Inference for Likelihood Ratio Ordering in the Two-Sample Problem
• Likelihood ratio tests for and against a stochastic ordering between multinomial populations
• Maximum Likelihood Estimation of the Distributions of Two Stochastically Ordered Random Variables
• On Detecting Changes in the Mean of Normal Variates
• Testing and Locating Variance Changepoints with Application to Stock Prices

Cited in

(2)

• Order patterns, their variation and change points in financial time series and Brownian motion
• On detecting change in likelihood ratio ordering

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