A Cluster Analysis Method for Grouping Means in the Analysis of Variance

Cited In (69)

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

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)