On testing for a change-point in variance of normal distribution.

DOI10.1002/1521-4036(200012)42:8%3C1021::AID-BIMJ1021%3E3.0.CO;2-EMaRDI QIDQ2701876zbMATH OpenFDO

Authors Jing-Long Wang, M. Ishaq Bhatti

Publication date 10 May 2001

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/1521-4036(200012)42:8%3C1021::AID-BIMJ1021%3E3.0.CO;2-E

zbMATH Keywords

BayesianLagrange multiplierChange-pointCusum of squareLikelihood-methodsNormal random sequence

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

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Cites work

• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• scientific article; zbMATH DE number 1241175 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• A test for a change in a parameter occurring at an unknown point
• CONTINUOUS INSPECTION SCHEMES
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Consistency and Unbiasedness of Certain Nonparametric Tests
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Hypothesis testing in the presence of nuisance parameters
• Inference about the change-point from cumulative sum tests
• Inference about the change-point in a sequence of binomial variables
• Inference about the change-point in a sequence of random variables
• Inference about the intersection in two-phase regression
• Inference in Nonlinear Econometric Models with Structural Change
• Likelihood ratio tests for a changepoint with survival data
• On Detecting Changes in the Mean of Normal Variates
• On problems in which a change in a parameter occurs at an unknown point
• THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• The Cusum Test with Ols Residuals

Cited in

(9)

• Detecting a change in variances
• POWER COMPARISON OF SOME TESTS FOR DETECTING A CHANGE IN THE MULTIVARIATE MEAN
• A Bayesian approach to inference about a change point model with application to DNA copy number experimental data
• Tests for a change-point
• Detection of a change-point in variance by a weighted sum of powers of variances test
• Testing for variance changes in autoregressive models with unknown order
• Estimator of a change point in single index models
• Off-line testing for a changed segment in the sample variance
• On testing for a change in variance: new tests and a Monte Carlo study

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