Retrospective Change Point Detection: From Parametric to Distribution Free Policies
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- scientific article; zbMATH DE number 919366
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- Nonparametric and parametric methods for change-point detection in parametric models
Cites work
- U-statistics for change under alternatives
- U-statistics for sequential change detection.
- A Non-Parametric Approach to the Change-Point Problem
- A robust surveillance scheme for stochastically ordered alternatives
- An application of the maximum likelihood test to the change-point problem
- An extension of a change-point problem
- Asymptotically Optimal Solutions in the Change-Point Problem
- Average Most Powerful Tests for a Segmented Regression
- Change point problems in the model of logistic regression
- Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- Guaranteed maximum likelihood splitting tests of a linear regression model
- Guaranteed testing for epidemic changes of a linear regression model
- Invariance principles for changepoint problems
- Martingale Type Statistics Applied to Change Points Detection
- Maximum Likelihood Ratio Tests for Comparing the Discriminatory Ability of Biomarkers Subject to Limit of Detection
- Modifications of the empirical likelihood interval estimation with improved coverage probabili\-ties
- Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives
- Nonparametric statistical procedures for the changepoint problem
- On tests for detecting change in mean
- On the power of nonparametric changepoint-tests
- On the rate of approximations for maximum likelihood tests in change-point models
- Optimal detection of a change in distribution
- Retrospective Parametric Tests for Homogeneity of Data
- Surveillance of a Simple Linear Regression
- Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
- Tests for a change-point
Cited in
(10)- scientific article; zbMATH DE number 946722 (Why is no real title available?)
- The CUSUM statistics of change-point models based on dependent sequences
- Generalized Poisson integer-valued autoregressive processes with structural changes
- On optimal segmentation and parameter tuning for multiple change-point detection and inference
- False discovery rate approach to dynamic change detection
- On asymptotic approximation of ratio models for weakly dependent sequences
- Data-driven estimation of change-points with mean shift
- An empirical likelihood ratio based goodness-of-fit test for inverse Gaussian distributions
- Estimating changepoints in extremal dependence, applied to aviation stock prices during COVID-19 pandemic
- The weighted sum of powers in mean for estimating a change point in linear processes with random coefficients
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