Detection of change points using rank methods

DOI10.1080/03610928808829799zbMATH Open0696.62192OpenAlexW2050926949MaRDI QIDQ3473181FDOQ3473181

Authors: Baiqi Miao, Lincheng Zhao 

Publication date: 1988

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829799

Recommendations

• A rank statistic for the change-point problem and its application
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zbMATH Keywords

directional datachange pointsrank statisticsdetectionnonparametric method

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Cites Work

• A simple cumulative sum type statistic for the change-point problem with zero-one observations

Cited In (14)

• A first order autoregressive process with a change point: a Bayesian approach based on model selection
• Detection of multiple change-points in multivariate time series
• Rank based estimators of the change-point
• Change-point detection with rank statistics in long-memory time-series models
• Estimating nonlinear regression with and without change-points by the LAD method
• The Change-Point Problem for Angular Data: A Nonparametric Approach
• Statistical modelling to detect similar video sequences: application to autonomous vehicles
• Detection of multiple changes in a sequence of dependent variables
• A rank statistic for the change-point problem and its application
• Rank-based multiple change-point detection
• Change-Point Analysis Based on Empirical Characteristic Functions of Ranks
• The screening and ranking algorithm for change-points detection in multiple samples
• Change-point estimation for censored regression model
• Data driven rank test for the change point problem

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