Non-parametric testing for the number of change points in a sequence of independent random variables

DOI10.1080/00949659108811345zbMath0775.62114OpenAlexW2061608411MaRDI QIDQ3135456

Mientje Bressers, Evert Meelis, Patsy Haccou

Publication date: 7 October 1993

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659108811345

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Related Items (2)

Multiscale detection and location of multiple variance changes in the presence of long memory ⋮ Finding multiple abrupt change points

Cites Work

• Unnamed Item
• A Non-Parametric Approach to the Change-Point Problem
• Detection of abrupt changes in signals and dynamical systems. (Proceedings of a Conference on Detection of Abrupt Changes in Signals and Dynamical Systems, Paris, March 21-22, 1984)
• Estimating the number of change-points via Schwarz' criterion
• The likelihood ratio test for the change point problem for exponentially distributed random variables
• Bootstrap and randomization tests of some nonparametric hypotheses
• Testing for the number of change points in a sequence of exponential random variables
• Rank tests for changepoint problems
• Tests for a change-point
• Some results on estimating a change-point using non-parametric type statistics

This page was built for publication: Non-parametric testing for the number of change points in a sequence of independent random variables