Consistent multiple testing for change points

DOI10.1016/J.JMVA.2011.04.012MaRDI QIDQ634546zbMATH OpenOpenAlexFDO

Authors Kuo-Mei Chen, Arthur Cohen, Harold B. Sackrowitz

Publication date 16 August 2011

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2011.04.012

zbMATH Keywords

familywise error ratebinary sequential segmentationmaximum residual downstepdown procedures

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Paired and multiple comparisons; multiple testing (62J15)

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Cites work

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• A new multiple testing method in the dependent case
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Cited in

(11)

• Nonparametric multiple testing procedures
• Multiple Change Points and Alternating Segments in Binary Trials with Dependence
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
• scientific article; zbMATH DE number 7370530 (Why is no real title available?)
• Testing for multiple change points
• Wild binary segmentation for multiple change-point detection
• Consistent selection of the number of change-points via sample-splitting
• Doubly paired change-point analysis
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Individualized two‐stage multiple testing procedures with corresponding interval estimates
• Tail-greedy bottom-up data decompositions and fast multiple change-point detection

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