Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
From MaRDI portal
Recommendations
Cited in
(42)- Change point analysis of a Gaussian model
- On detection of change points using mean vectors
- An application of the maximum likelihood test to the change-point problem
- Change-point detection in multinomial data with a large number of categories
- Fréchet change-point detection
- BayesProject: fast computation of a projection direction for multivariate changepoint detection
- Change-point problems: bibliography and review
- Graph-based change-point detection
- -divergence based procedure for parametric change-point problems
- Epidemic Change Model for the Exponential Family
- Detecting a change in variances
- Conditional Likelihood Ratio Test for a Nonnegative Normal Mean Vector
- Testing for a change point in linear regression models
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Statistical inference of covariance change points in gaussian model
- Nonparametric change point detection in multivariate piecewise stationary time series
- POWER COMPARISON OF SOME TESTS FOR DETECTING A CHANGE IN THE MULTIVARIATE MEAN
- ON CHANGE POINT DETECTION AND ESTIMATION
- On detecting change in likelihood ratio ordering
- scientific article; zbMATH DE number 775839 (Why is no real title available?)
- scientific article; zbMATH DE number 819203 (Why is no real title available?)
- Estimation in the multipath change point problem for correlated data
- Distributed estimation and its fast algorithm for change-point in location models*
- Exact tests for offline changepoint detection in multichannel binary and count data with application to networks
- Multiple change-points detection in high dimension
- Detection of multiple change-points in multivariate data
- Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data
- On high-dimensional change point problem
- Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations
- The changepoint problem in a multinomial sequence
- Asymptotic properties of maximum likelihood estimators in models with multiple change points
- Some clustering-based change-point detection methods applicable to high dimension, low sample size data
- Bayesian Changepoint Detection via Logistic Regression and the Topological Analysis of Image Series
- Change point analysis in data with heavy tails: a normal inverse Gaussian approach
- On the modified information-based approach to the change point detection (CPD) problem under the non-central skew t distribution
- M-procedures robust to structural changes detection under strong mixing heavy-tailed time series models
- Estimating changepoints in extremal dependence, applied to aviation stock prices during COVID-19 pandemic
- PCA-uCPD: an ensemble method for multiple change-point detection in moderately high-dimensional data
- Detecting change points in polynomial regression models with an application to cable data sets
- Testing for change in mean of independent multivariate observations with time varying covariance
- Confidence distributions for skew normal change-point model based on modified information criterion
- Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions
This page was built for publication: Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3717995)
