Some One-Sided Tests for Change in Level

DOI10.2307/1268001zbMath0294.62023OpenAlexW4247731429MaRDI QIDQ4046906

Ashish Sen, Muni S. Srivastava

Publication date: 1975

Full work available at URL: https://doi.org/10.2307/1268001

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05)

Related Items (23)

POWER COMPARISON OF SOME TESTS FOR DETECTING A CHANGE IN THE MULTIVARIATE MEAN ⋮ ON CHANGE POINT DETECTION AND ESTIMATION ⋮ Distributed estimation and its fast algorithm for change-point in location models* ⋮ Estimation of static travel times in a dynamic route guidance system ⋮ Two-sided tests for change in level for correlated data ⋮ Nonparametric changepoint procedures for repeated measures data ⋮ Testing change-points with linear trend ⋮ A Bayesian detection of structural changes in autoregressive time series models ⋮ LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES ⋮ Change point detection in linear failure rate distribution under random censorship ⋮ A Likelihood Integrated Method for Exploratory Graphical Analysis of Change Point Problem with Directional Data ⋮ A Bayesian analysis of a change in the parameters of autoregressive time series ⋮ A Bayesian analysis of the change-point problem for directional data ⋮ On the use of loss functions in the changepoint problem ⋮ A point process driven multiple change point model: a robust resistant approach ⋮ On tests for detecting change in mean when variance is unknown ⋮ An efficient algorithm for estimating a change-point ⋮ Testing for change in mean of independent multivariate observations with time varying covariance ⋮ Change-point problems: bibliography and review ⋮ Confidence distributions for skew normal change-point model based on modified information criterion ⋮ Change point analysis of a Gaussian model ⋮ A Bayesian analysis of some threshold switching models ⋮ An application of the maximum likelihood test to the change-point problem

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