Monitoring for a change point in a sequence of distributions
From MaRDI portal
(Redirected from Publication:2054495)
Recommendations
- Detecting change in a random sequence
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions
- Sequential Change-Point Detection and Estimation
- scientific article; zbMATH DE number 1935523
- A likelihood ratio approach to sequential change point detection for a general class of parameters
Cites work
- scientific article; zbMATH DE number 3858075 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 272681 (Why is no real title available?)
- scientific article; zbMATH DE number 3236476 (Why is no real title available?)
- A note on optimal detection of a change in distribution
- Amplitude and phase variation of point processes
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- An approximation of partial sums of independent RV's, and the sample DF. II
- Asymptotics for L₂ functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
- Central limit theorems for the Wasserstein distance between the empirical and the true distributions
- Change point tests in functional factor models with application to yield curves
- Common risk factors in the returns on stocks and bonds
- Detection of change in the spatiotemporal mean function
- Empirical properties of asset returns: stylized facts and statistical issues
- Exact rate of convergence of the expected \(W_2\) distance between the empirical and true Gaussian distribution
- Fréchet change-point detection
- Functional data analysis for density functions by transformation to a Hilbert space
- Localized realized volatility modeling
- Modeling asset returns with alternative stable distributions*
- Monitoring Structural Change
- Multi-threshold accelerated failure time model
- On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
- Optimal detection of a change in distribution
- Sequential multi-sensor change-point detection
- Sequential nonparametric tests for a change in distribution: an application to detecting radiological anomalies
- Simultaneous multiple change-point and factor analysis for high-dimensional time series
- Strong approximations of the quantile process
- Tests of goodness of fit based on the L₂-Wasserstein distance
- Uniform change point tests in high dimension
Cited in
(20)- Monitoring persistent change in a heavy-tailed sequence with polynomial trends
- M-procedures robust to structural changes detection under strong mixing heavy-tailed time series models
- Change point detection for the intraday volatility using functional ARCH and conditional Copula
- Monitoring time series with short detection delay
- Fréchet change-point detection
- Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence
- Monitoring panels of sparse functional data
- Online jump and kink detection in segmented linear regression: statistical optimality meets computational efficiency
- Monitoring shifts in mean: asymptotic normality of stopping times
- Detection of changes in a random financial sequence with a stable distribution
- Functional Outlier Detection for Density-Valued Data with Application to Robustify Distribution-to-Distribution Regression
- Exponential concentration for geometric-median-of-means in non-positive curvature spaces
- Monitoring mean and variance change-points in long-memory time series
- A new approach for open‐end sequential change point monitoring
- scientific article; zbMATH DE number 1194438 (Why is no real title available?)
- Detection and localization of changes in a panel of densities
- Monitoring of functional time series
- Online Change-Point Detection for Functional Data
- Loss function-based change point detection in risk measures
- Sequential monitoring for changes in GARCH(1,1) models without assuming stationarity
This page was built for publication: Monitoring for a change point in a sequence of distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2054495)
