A statistical test of change-point in mean that almost surely has zero error probabilities

DOI10.1111/ANZS.12049zbMATH Open1336.62065OpenAlexW2055149917MaRDI QIDQ2803540FDOQ2803540

Yuehua Wu, Xiaoping Shi, Guoqi Qian

Publication date: 2 May 2016

Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12049

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zbMATH Keywords

parameter estimationhypothesis testingstrong convergencechange-pointalmost-sure (a.s.) convergence

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15)

Cites Work

• Using penalized contrasts for the change-point problem
• Bounds for Bayesian order identification with application to mixtures
• Structural Break Estimation for Nonstationary Time Series Models
• Permutation tests in change point analysis
• Bootstrap Methods
• LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
• A Non-Parametric Approach to the Change-Point Problem
• A test for a change in a parameter occurring at an unknown point
• Change-points in nonparametric regression analysis
• Model selection with data-oriented penalty
• Inference about the change-point in a sequence of random variables
• A note on the convergence rate of the kernel density estimator of the mode
• Strong convergence rate of estimators of change point and its application
• Simultaneous change point analysis and variable selection in a regression problem
• On the detection of changes in autoregressive time series. I: Asymptotics.
• On the detection of changes in autoregressive time series. II: Resampling procedures
• Consistency of change point estimators for symmetrical stable distribution with parameters shift
• Test for homogeneity of several populations by stochastic complexity
• Title not available (Why is that?)

Cited In (2)

• Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
• zTest for the significance of the mean of a stable probability distribution with 1<α≤2

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