An optimal retrospective change point detection policy
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Publication:3552972
DOI10.1111/J.1467-9469.2008.00636.XzbMATH Open1189.62135OpenAlexW2028847289MaRDI QIDQ3552972FDOQ3552972
Authors: Albert Vexler, Chengquing Wu 
Publication date: 22 April 2010
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.949.602
Recommendations
Parametric hypothesis testing (62F03) Sequential statistical analysis (62L10) Sequential statistical methods (62L99)
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Cited In (15)
- A simple empirical likelihood ratio test for normality based on the moment constraints of a half-normal distribution
- An empirical likelihood ratio based goodness-of-fit test for inverse Gaussian distributions
- Simple and exact empirical likelihood ratio tests for normality based on moment relations
- Retrospective Change Point Detection: From Parametric to Distribution Free Policies
- Sufficient reduction in multivariate surveillance
- A Simple Density-Based Empirical Likelihood Ratio Test for Independence
- Bayesian empirical likelihood methods for quantile comparisons
- Two-sample density-based empirical likelihood tests for incomplete data in application to a pneumonia study
- An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives
- False discovery rate approach to dynamic change detection
- Martingale Type Statistics Applied to Change Points Detection
- A moment-based empirical likelihood ratio test for exponentiality using the probability integral transformation
- Asymptotically d-optimal Test of A Posteriori Change-Point Detection
- An extensive power evaluation of a novel two-sample density-based empirical likelihood ratio test for paired data with an application to a treatment study of attention-deficit/hyperactivity disorder and severe mood dysregulation
- A new empirical likelihood ratio goodness of fit test for normality based on moment constraints
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