Confidence Sets in Change-Point Problems
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- scientific article; zbMATH DE number 4109849
- Confidence distributions for change-points and regime shifts
- Asymptotic behavior of confidence regions in the change-point problem
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
- A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem
- Convergence of changepoint estimators
- scientific article; zbMATH DE number 1916873
Cited in
(50)- The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process
- Bayesian analysis of a change-point in exponential families with applications.
- On the rate of almost sure convergence of Dümbgen's change-point estimators
- On the power of nonparametric changepoint-tests
- Change point estimation using nonparametric regression
- Graphically based interval estimation for the change-point
- Asymptotic behavior of confidence regions in the change-point problem
- A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point.
- Detection and estimation of abrupt changes in the variability of a process
- Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
- Confidence distributions for change-points and regime shifts
- Multiple change-point detection: a selective overview
- The likelihood ratio method for testing changes in the parameters of double exponential observations
- Fréchet change-point detection
- Segmentation and estimation of change-point models: false positive control and confidence regions
- Change-point problems: bibliography and review
- Inference on a sharp jump in hazard rate: a review
- Hybrid regions for post-change mean in a sequence of normal variables
- Estimation in multi-path change-point problems
- Tests for a Change Point in the Shape Parameter of Gamma Random Variables
- Epidemic Change Model for the Exponential Family
- Non-parametric Shewhart control charts
- A Nonparametric bootstrapped estimate of the change-point
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
- scientific article; zbMATH DE number 4109849 (Why is no real title available?)
- Change-point problem and bootstrap
- Convergence rates of change-point estimators and tail probabilities of the first-passage-time process
- The exact distribution of cusum estimator of a changepoint in a Bernoulli sequence
- Nonparametric estimation in a two change-point model
- Change-point model on nonhomogeneous Poisson processes with application in copy number profiling by next-generation DNA sequencing
- Nonparametric adaptive change point estimation and on line detection
- ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE
- Confidence Sets for the Date of a Structural Change at the End of a Sample
- Likelihood-ratio-based confidence sets for the timing of structural breaks
- On detecting change in likelihood ratio ordering
- Step‐function covariate effects in the proportional‐hazards model
- A Note on Signed Rank Tests for the Changepoint Problem
- Bootstrap confidence intervals for a break date in linear regressions
- Approximations to the \(p\)-values of tests for a change-point under non-standard conditions
- Testing for a change point in a sequence of exponential random variables with repeated values
- Multiscale change point inference. With discussion and authors' reply
- A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
- Bayesian-type estimators of change points
- GLS estimation and confidence sets for the date of a single break in models with trends
- Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
- Multiscale jump testing and estimation under complex temporal dynamics
- Evaluating the effect of optimized cutoff values in the assessment of prognostic factors
- New critical values for likelihood ratio inference of threshold regression
- Change-point analysis with irregular signals
- Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of haemolytic uraemic syndrome
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