A Cluster Analysis Method for Grouping Means in the Analysis of Variance
From MaRDI portal
Publication:4772030
Cited in
(69)- A nonparametric approach to detecting changes in variance in locally stationary time series
- Changepoint detection in autocorrelated ordinal categorical time series
- Optimized variable selection via repeated data splitting
- Automatic topic title assignment with word embedding
- Exact change point detection with improved power in small‐sample binomial sequences
- Micro–Macro Changepoint Inference for Periodic Data Sequences
- Impact of COVID-19 on public social life and mental health: a statistical study of google trends data from the USA
- \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM
- Detecting change points in the stress-strength reliability \(P(X < Y)\)
- Tolerance intervals for autoregressive models, with an application to hospital waiting lists
- Uncertainty of a detected spatial cluster in 1D: quantification and visualization
- Detecting changes in mean in the presence of time-varying autocovariance
- Relating and comparing methods for detecting changes in mean
- Bayesian detection of piecewise linear trends in replicated time-series with application to growth data modelling
- Detecting Changes in Covariance via Random Matrix Theory
- Dynamic Semiparametric Factor Model With Structural Breaks
- Online Structural Change-Point Detection of High-dimensional Streaming Data via Dynamic Sparse Subspace Learning
- Optimal change-point detection and localization
- An exact approach to Bayesian sequential change point detection
- A wavelet-based approach for detecting changes in second order structure within nonstationary time series
- On optimal multiple changepoint algorithms for large data
- Simultaneous Factor Selection and Collapsing Levels in ANOVA
- Robust multiscale estimation of time-average variance for time series segmentation
- Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting
- Super-exponential growth expectations and the global financial crisis
- Parallelization of a Common Changepoint Detection Method
- ClaSP: parameter-free time series segmentation
- Statistical methods for DNA sequence segmentation
- Multiscale change-point segmentation: beyond step functions
- A heuristic, iterative algorithm for change-point detection in abrupt change models
- Labeled Optimal Partitioning
- Detection of a change-point in variance by a weighted sum of powers of variances test
- Change-point detection for variance piecewise constant models
- Bayesian multiple change-points detection in a normal model with heterogeneous variances
- Mining events with declassified diplomatic documents
- Global testing method for clustering means in ANOVA
- Change point analysis on the Corinth Gulf (Greece) seismicity
- Strong convergence rates of multiple change-point estimator for ρ-mixing sequence
- Non-parametric change-point estimation using string matching algorithms
- Change-point estimation in the multivariate model taking into account the dependence: application to the vegetative development of oilseed rape
- Delete or merge regressors for linear model selection
- Inference of Breakpoints in High-dimensional Time Series
- Linear Time Dynamic Programming for Computing Breakpoints in the Regularization Path of Models Selected From a Finite Set
- An optimal Bayesian threshold method for onset detection in electric biosignals
- Sufficient dimension reduction using Hilbert-Schmidt independence criterion
- FDR-control in multiscale change-point segmentation
- Exact spike train inference via \(\ell_{0}\) optimization
- A sequential multiple change-point detection procedure via VIF regression
- A computationally efficient nonparametric approach for changepoint detection
- Clusteranalyse - Überblick und neuere Entwicklungen
- Classification of scale-sensitive telematic observables for riskindividual pricing
- Quasi-hidden Markov model and its applications in change-point problems
- A comparison of single and multiple changepoint techniques for time series data
- On optimal segmentation and parameter tuning for multiple change-point detection and inference
- Detecting Changes in Slope With an L0 Penalty
- On regime changes of COVID-19 outbreak
- Detecting Multiple Change Points: The PULSE Criterion
- p-Variation of CUSUM process and testing change in the mean
- Some comments on Latin squares and on Graeco-Latin squares, illustrated with postage stamps and old playing cards
- Comparing segmentation methods for genome annotation based on RNA-seq data
- Graphical data analysis in comparative experimental studies
- A pruned recursive solution to the multiple change point problem
- Multiple change-point detection: a selective overview
- Multiple change points detection in high-dimensional multivariate regression
- Evaluating financial system stability using heatmap from aggregate financial stability index with change point analysis approach
- High-dimensional changepoint detection via a geometrically inspired mapping
- Univariate mean change point detection: penalization, CUSUM and optimality
- Detection of multiple undocumented change-points using adaptive Lasso
- Optimal detection of changepoints with a linear computational cost
This page was built for publication: A Cluster Analysis Method for Grouping Means in the Analysis of Variance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4772030)