Testing change-points with linear trend

DOI10.1080/03610919408813172MaRDI QIDQ4844142zbMATH OpenOpenAlexFDO

Authors Nariaki Sugiura, R. Todd Ogden

Publication date 20 August 1995

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919408813172

zbMATH Keywords

simulationasymptotic distributionrank testschange-point problemnonparametric statisticslikelihood ratioBayes testBrownian bridge processpower comparison of testssmooth change model

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A Test of Goodness of Fit
• ASYMPTOTIC NORMALITY OF LINEAR RANK STATISTICS UNDER ALTERNATIVES
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Computation of Distribution Functions of Quadratic Forms of Normally Distributed Random Variables
• Double exponential formulas for numerical integration
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Linear Statistical Inference and its Applications
• On tests for detecting change in mean
• Rank tests for changepoint problems
• Some One-Sided Tests for Change in Level

Cited in

(7)

• Change points with linear trend for the exponential distribution
• Testing for bubbles and change-points
• Colour harmonization in car manufacturing processes
• Rank tests for two change points
• Statistical modelling to detect similar video sequences: application to autonomous vehicles
• Testing for a change in repeated measures data
• Change-point problems: bibliography and review

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