An ANOVA-type test for multiple change points

DOI10.1007/S00362-013-0559-1MaRDI QIDQ465641zbMATH OpenOpenAlexFDO

Authors Noriah M. Al-Kandari, Emad-Eldin A. A. Aly

Publication date 24 October 2014

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-013-0559-1

zbMATH Keywords

limit theoremsBrownian bridgeMonte Carlo simulations

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

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• Bayesian single change point detection in a sequence of multivariate normal observations
• Convergence in distribution of multiple change point estimators
• Detecting change-points in multidimensional stochastic processes
• Detection of multiple change-points in multivariate time series
• Estimating the locations and number of change points by the sample-splitting method
• Estimation and comparison of multiple change-point models
• Invariance principles for changepoint problems
• Monitoring disruptions in financial markets
• Multiple change-point detection of multivariate mean vectors with the Bayesian approach
• Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
• Penalized least absolute deviations estimation for nonlinear model with change-points
• Rank tests for changepoint problems
• Rank tests for two change points
• Testing and Locating Variance Changepoints with Application to Stock Prices
• Testing and dating of structural changes in practice
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• The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling

Cited in

(3)

• Testing for multiple change points
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• An ANOVA-type test for multiple change points in the mean of heavy-tailed dependent sequence

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