A local method for estimating change points: the “Hat-function”

DOI10.1080/02331880008802714zbMath0955.62031OpenAlexW2087593204MaRDI QIDQ4505970

Pierre R. Bertrand

Publication date: 27 February 2001

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880008802714

zbMATH Keywords

change point estimationmore than one changetest of existence of abrupt changes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Applications of statistics in engineering and industry; control charts (62P30)

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Cites Work

• Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
• Probabilistic-statistical methods of detecting spontaneously occurring effects
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