Tests for a change-point
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Publication:3769768
DOI10.1093/biomet/74.1.71zbMath0632.62021OpenAlexW2086914760MaRDI QIDQ3769768
Barry R. James, Kang Ling James, David O. Siegmund
Publication date: 1987
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/74.1.71
likelihood ratio testschange-pointconditional boundary crossing probabilitiesindependent normal random variablespower approximationsapproximate powerapproximations of boundary crossing probabilitieschange of the meanChernoff-Zacks' statisticcusums of recursive residualsPettitt's testsame variance
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