Testing a Sequence of Observations for a Shift in Location
From MaRDI portal
Publication:4115923
DOI10.2307/2286934zbMath0346.62027OpenAlexW4249663525MaRDI QIDQ4115923
Publication date: 1977
Full work available at URL: https://doi.org/10.2307/2286934
Related Items
Distributions of Bayes-type change-point statistics under polynomial regression, ON CHANGE POINT DETECTION AND ESTIMATION, Novel semi-metrics for multivariate change point analysis and anomaly detection, Confidence sets for the date of a single break in linear time series regressions, Empirical likelihood for change point detection in autoregressive models, Distributed estimation and its fast algorithm for change-point in location models*, A note on approximating distribution functions of cusum and cusumsq tests, Partial parameter consistency in a misspecified structural change model, GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS, Bayesian criteria for discriminating among regression models with one possible change point, Estimating changes in a multi-parameter exponential family, Structural Clustering of Volatility Regimes for Dynamic Trading Strategies, A unifying approach to the shape and change-point hypotheses in the discrete univariate exponential family, Ratio detection for mean change in α mixing observations, A new test for structural stability in the linear regression model, The likelihood ratio test for the change point problem for exponentially distributed random variables, Ratio detections for change point in heavy tailed observations, Detection of random change point in one-parameter exponential families, Unnamed Item, Empirical likelihood ratio test for the change-point problem, Robust change point detection method via adaptive LAD-Lasso, Unnamed Item, Bayesian analysis of a change-point in exponential families with applications., LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES, Cusums for tracking arbitrary functionals, Change point detection in linear failure rate distribution under random censorship, Equivalence relations and \(L^p\) distances between time series with application to the black summer Australian bushfires, Change point estimation in an \(M/M/2\) queue with heterogeneous servers, Optimal change-point detection and localization, Change point detection for high dimensional data via kernel measure with application to human aging brain data, Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model, The Development of an Information Criterion for Change-Point Analysis, Critical values improvement for the standard normal homogeneity test by combining Monte Carlo and regression approaches, Nonparametric inference on structural breaks, Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search, On the exact distribution of maximally selected rank statistics, Detection of multiple change-points in multivariate time series, Likelihood ratio tests for testing for multiple contaminants in the shocks and labelled slippage models, Variable selection bias in regression trees with constant fits, On an optimal design for an isotonic inference, A robust test for mean change in dependent observations, Comparisons of changepoint estimators, Testing for the number of change points in a sequence of exponential random variables, Strong convergence rate of robust estimator of change point, A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process, Multiple change-point detection: a selective overview, Hybrid regions for post-change mean in a sequence of normal variables, An efficient algorithm for estimating a change-point, Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives, The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability, The asymptotic power function of GLR tests for local change of parameter, High dimensional change point inference: recent developments and extensions, 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, Application of the bootstrap method for change points analysis in generalized linear models, Detecting Changes in Linear Regressions, A new measure between sets of probability distributions with applications to erratic financial behavior, An application of the maximum likelihood test to the change-point problem, Detection and estimation of abrupt changes in the variability of a process, Fitting multiple change-point models to data
