Change Point Detection in a General Class of Distributions

DOI10.1080/03610920500201145MaRDI QIDQ5697391zbMATH OpenOpenAlexFDO

Authors

Publication date 17 October 2005

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

Full work available at URL https://doi.org/10.1080/03610920500201145

zbMATH Keywords

change pointlikelihood ratiomarginal likelihood

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A Bayesian approach to inference about a change-point in a sequence of random variables
• Bayesian inferences about a changing sequence of random variables
• Change-Point Problem with Correlated Observations, with an Application in Material Accountancy
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Inference about the change-point in a sequence of random variables
• On a bayesian approach for the shiftpoint problem
• Some principles for surveillance adopted for multivariate processes with a common change point
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points

Cited in

(23)

• On the distribution of the sum of independent uniform random variables
• A unifying approach to the shape and change-point hypotheses in the discrete univariate exponential family
• Finite sample distributions of statistics in change point analysis
• An empirical-characteristic-function-based change-point test for detection of multiple distributional changes
• A conversation with Shelemyahu Zacks
• Change-point detection in time-series data by relative density-ratio estimation
• -divergence based procedure for parametric change-point problems
• Change-point detection, segmentation, and related topics
• Change points with linear trend in exponential family distribution
• An Application of EM Algorithm to a Change-Point Problem
• Large Sample Change-Point Estimation when Distributions Are Unknown
• Retrospective Change Point Detection: From Parametric to Distribution Free Policies
• scientific article; zbMATH DE number 1522474 (Why is no real title available?)
• scientific article; zbMATH DE number 1775190 (Why is no real title available?)
• Change Point Detection in The Skew-Normal Model Parameters
• scientific article; zbMATH DE number 7365917 (Why is no real title available?)
• Sensor fault detection and isolation: a game theoretic approach
• Scan B-statistic for kernel change-point detection
• Changepoint Detection in the Presence of Outliers
• Testing for a change point in a sequence of exponential random variables with repeated values
• A general criterion to determine the number of change-points
• Loss function-based change point detection in risk measures
• A saddlepoint approximation to the distribution of the sum of independent non-identically uniform random variables

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