Confidence Sets in Change-Point Problems
From MaRDI portal
Publication:4734615
DOI10.2307/1403360zbMath0684.62028OpenAlexW2152002438MaRDI QIDQ4734615
Publication date: 1988
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1403360
likelihood ratio statisticexponential familychange-pointboundary crossing probabilitiesconfidence set estimationindependent observations from completely specified distributions
Related Items (43)
Bootstrap confidence intervals for a break date in linear regressions ⋮ Tests for a Change Point in the Shape Parameter of Gamma Random Variables ⋮ Epidemic Change Model for the Exponential Family ⋮ On the power of nonparametric changepoint-tests ⋮ Convergence rates of change-point estimators and tail probabilities of the first-passage-time process ⋮ ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE ⋮ On detecting change in likelihood ratio ordering ⋮ Change point estimation using nonparametric regression ⋮ Testing for a change point in a sequence of exponential random variables with repeated values ⋮ Inference on a Sharp Jump in Hazard Rate: A Review ⋮ Graphically based interval estimation for the change-point ⋮ Asymptotic behavior of confidence regions in the change-point problem ⋮ Bayesian analysis of a change-point in exponential families with applications. ⋮ Likelihood-ratio-based confidence sets for the timing of structural breaks ⋮ Step‐function covariate effects in the proportional‐hazards model ⋮ GLS estimation and confidence sets for the date of a single break in models with trends ⋮ Segmentation and estimation of change-point models: false positive control and confidence regions ⋮ Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process ⋮ Confidence distributions for change-points and regime shifts ⋮ Change-point model on nonhomogeneous Poisson processes with application in copy number profiling by next-generation DNA sequencing ⋮ The exact distribution of cusum estimator of a changepoint in a Bernoulli sequence ⋮ A Note on Signed Rank Tests for the Changepoint Problem ⋮ Evaluating the effect of optimized cutoff values in the assessment of prognostic factors ⋮ Nonparametric estimation in a two change-point model ⋮ Fréchet change-point detection ⋮ Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of haemolytic uraemic syndrome ⋮ Bayesian-type estimators of change points ⋮ Change-point problem and bootstrap ⋮ Multiple change-point detection: a selective overview ⋮ Hybrid regions for post-change mean in a sequence of normal variables ⋮ Non-parametric Shewhart control charts ⋮ Approximations to thep-values of tests for a change-point under non-standard conditions ⋮ The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process ⋮ Change-point problems: bibliography and review ⋮ A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point. ⋮ A Nonparametric bootstrapped estimate of the change-point ⋮ Multiscale Change Point Inference ⋮ Nonparametric adaptive change point estimation and on line detection ⋮ A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models ⋮ Estimation in multi-path change-point problems ⋮ Detection and estimation of abrupt changes in the variability of a process ⋮ The likelihood ratio method for testing changes in the parameters of double exponential observations ⋮ On the rate of almost sure convergence of Dümbgen's change-point estimators
This page was built for publication: Confidence Sets in Change-Point Problems