Some results on estimating a change-point using non-parametric type statistics

DOI10.1080/00949658008810413zbMath0454.62039OpenAlexW1973572575MaRDI QIDQ3902326

Anthony N. Pettitt

Publication date: 1980

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658008810413

zbMATH Keywords

change-point problemrobust estimationmaximum likelihood estimatelocation changeMann- Whitney type statistic

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Single change-point detection methods for small lifetime samples, Invariance principles for changepoint problems, Nonparametric changepoint procedures for repeated measures data, Nonparametric statistical procedures for the changepoint problem, DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES, Change-point problems: bibliography and review, Non-parametric testing for the number of change points in a sequence of independent random variables

Cites Work

• A Non-Parametric Approach to the Change-Point Problem
• On tests for detecting change in mean
• A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
• Robust Estimation of a Location Parameter
• Inference about the change-point in a sequence of random variables