Tests for a change-point
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Publication:3769768
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(71)- An efficient algorithm for estimating a change-point
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
- Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression
- Bayesian detection of structural changes
- A note on the asymptotic distribution of a statistic for testing stability of a correlation coefficient
- An application of the maximum likelihood test to the change-point problem
- Limit theorems for change in linear regression
- Distributions of Bayes-type change-point statistics under polynomial regression
- Bayesian criteria for discriminating among regression models with one possible change point
- Approximating the distribution of the maximum partial sum of normal deviates
- Diagnostic check for heavy tail in linear time series
- Information criterion for Gaussian change-point model
- Optimal changepoint tests for normal linear regression
- Fréchet change-point detection
- Testing constancy in varying coefficient models
- Change point detection and estimation methods under gamma series of observations
- Univariate mean change point detection: penalization, CUSUM and optimality
- Change-point problems: bibliography and review
- Application of the bootstrap method for change points analysis in generalized linear models
- Graph-based change-point detection
- Change-point diagnostics in competing risks models: two posterior predictive \(p\)-value ap\-proaches
- Testing for change points in time series models and limiting theorems for NED sequences
- On testing for a change-point in variance of normal distribution.
- A changepoint statistic with uniform type I error probabilities
- Bayesian time series analysis of structural changes in level and trend
- Analysis of symbolic sequences using the Jensen-Shannon divergence
- Two non parametric methods for change-point detection in distribution
- Density-based empirical likelihood ratio change point detection policies
- Non-parametric testing for the number of change points in a sequence of independent random variables
- The limit theorem for maximum of partial sums of exchangeable random variables
- Average Most Powerful Tests for a Segmented Regression
- Estimating changes in a multi-parameter exponential family
- An optimal retrospective change point detection policy
- Testing for order among K populations: theory and examples
- Retrospective Change Point Detection: From Parametric to Distribution Free Policies
- A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences
- Adaptive sampling for detecting a change point in the past
- scientific article; zbMATH DE number 1241175 (Why is no real title available?)
- Some Tests on a Single Change in Independent Copies of Short Sequences: A Cancer Diagnostic Study
- Critical values and p values of Bessel process distributions: computation and application to structural break tests
- POWER COMPARISON OF SOME TESTS FOR DETECTING A CHANGE IN THE MULTIVARIATE MEAN
- Statistical Surveillance. Optimality and Methods
- Detecting parameter shift in garch models
- A Note on Signed Rank Tests for the Changepoint Problem
- On testing changes in autoregressive parameters of a VAR model
- Power of the MOSUM test for online detection of a transient change in mean
- Distributed estimation and its fast algorithm for change-point in location models*
- Beta approximation and its applications
- Change-point cure models with application to estimating the change-point effect of age of diagnosis among prostate cancer patients
- Assessing the power of zones of abrupt change detection test
- A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
- Subsampling methods for genomic inference
- Retrospective Parametric Tests for Homogeneity of Data
- Statistical Method for Detecting Structural Change in the Growth Process
- Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives
- Adaptive enrichment designs with a continuous biomarker
- First passage density of Brownian motion with two-sided piecewise linear boundaries
- Variance of entropy for testing time-varying regimes with an application to meme stocks
- Thresholded Multivariate Principal Component Analysis for Phase I Multichannel Profile Monitoring
- Point process models for sweat gland activation observed with noise
- Testing for a general changepoint in medical and psychometric studies: changes detection and sample size planning
- Identifying multiple change points in a linear mixed effects model
- A latent variable model with change-points and its application to time pressure effects in educational assessment
- Penalty learning for optimal partitioning using multilayer perceptron
- The screening and ranking algorithm to detect DNA copy number variations
- The asymptotic power function of GLR tests for local change of parameter
- Testing for change in mean of independent multivariate observations with time varying covariance
- Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions
- Testing for bubbles and change-points
- Variable selection bias in regression trees with constant fits
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process
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