An empirical-characteristic-function-based change-point test for detection of multiple distributional changes
From MaRDI portal
Publication:2241532
DOI10.1007/s42519-021-00170-7zbMath1477.62114OpenAlexW3135582840MaRDI QIDQ2241532
Publication date: 9 November 2021
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42519-021-00170-7
consistencynormal approximationimage edge detectiondistributional changesbi-segmentationempirical-characteristic-function-based change-point test
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Hierarchical clustering via joint between-within distances: extending Ward's minimum variance method
- Energy statistics: a class of statistics based on distances
- Uniform change point tests in high dimension
- Testing for changes in the covariance structure of linear processes
- Break detection in the covariance structure of multivariate time series models
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods
- Change point analysis based on empirical characteristic functions
- Nonparametric maximum likelihood approach to multiple change-point problems
- Change-Point Analysis Based on Empirical Characteristic Functions of Ranks
- A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
- The Cusum Test for Parameter Change in Time Series Models
- A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
- Change Point Estimation in High Dimensional Markov Random-Field Models
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES1
- Robust Detection and Identification of Sparse Segments in Ultrahigh Dimensional Data Analysis
This page was built for publication: An empirical-characteristic-function-based change-point test for detection of multiple distributional changes