Change points with linear trend for the exponential distribution

DOI10.1016/S0378-3758(00)00205-6MaRDI QIDQ5931394zbMATH OpenFDO

Authors Arjun K. Gupta, Asoka Ramanayake

Publication date 31 July 2001

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-3758(00)00205-6

zbMATH Keywords

change pointsconsistencylikelihood ratio statistics

Mathematics Subject Classification ID

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

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Cites work

• A test for a change in a parameter occurring at an unknown point
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• CONTINUOUS INSPECTION SCHEMES
• Detecting changes of mean in multidimensional normal sequences with applications to literature and geology
• scientific article; zbMATH DE number 3795247 (Why is no real title available?)
• scientific article; zbMATH DE number 777587 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• Likelihood procedure for testing change point hypothesis for multivariate Gaussian model
• Nonparametric estimation in change-point models
• Rank tests for changepoint problems
• Testing and Locating Variance Changepoints with Application to Stock Prices
• Testing appearance of linear trend
• Testing change-points with linear trend
• Testing for the number of change points in a sequence of exponential random variables
• The likelihood ratio test for the change point problem for exponentially distributed random variables

Cited in

(12)

• The likelihood ratio test for the change point problem for exponentially distributed random variables
• Consistent estimation in generalized broken-line regression
• scientific article; zbMATH DE number 1799341 (Why is no real title available?)
• Tests for a Change Point in the Shape Parameter of Gamma Random Variables
• Testing for the number of change points in a sequence of exponential random variables
• Change points with linear trend in exponential family distribution
• Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution
• Maximum likelihood estimation in generalized broken-line regression
• Testing change-points with linear trend
• Change-point analysis with bathtub shape for the exponential distribution
• Testing for a change point in a sequence of exponential random variables with repeated values
• Estimation of the stress-strength reliability for the exponential-Rayleigh distribution

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