Finding multiple abrupt change points

DOI10.1016/0167-9473(96)00007-2MaRDI QIDQ671476zbMATH OpenOpenAlexFDO

Authors J. H. Venter, S. J. Steel

Publication date 27 February 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(96)00007-2

zbMATH Keywords

hypothesis testingchange pointsnon-parametric testscomputer intensive methods

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

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Cites work

• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• Detecting Change Points by Fourier Analysis
• Estimating the number of change-points via Schwarz' criterion
• Non-parametric testing for the number of change points in a sequence of independent random variables
• Rank tests for changepoint problems
• Testing for change-points with rank and sign statistics
• Testing for the number of change points in a sequence of exponential random variables

Cited in

(13)

• Robust singular value decomposition analysis of microarray data
• Fitting multiple change-point models to data
• Discrete wavelet entropy aided detection of abrupt change: A case study in the Haihe river basin, China
• A Bayesian approach to the statistical analysis of a smooth-abrupt change point model
• Detecting change-points for shifts in mean and variance using fuzzy classification maximum likelihood change-point algorithms
• Multiple‐Changepoint Testing for an Alternating Segments Model of a Binary Sequence
• Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo
• Greedy Gaussian segmentation of multivariate time series
• Detection of multiple change-points in multivariate data
• Estimating the locations and number of change points by the sample-splitting method
• Multiple change-point detection of multivariate mean vectors with the Bayesian approach
• A heuristic, iterative algorithm for change-point detection in abrupt change models
• Bayesian time series analysis of structural changes in level and trend

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