Likelihood procedure for testing change point hypothesis for multivariate Gaussian model
DOI10.1515/ROSE.1995.3.3.235zbMATH Open0831.62020OpenAlexW1973520554MaRDI QIDQ4852285FDOQ4852285
Publication date: 20 February 1996
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.1995.3.3.235
Schwarz information criterionmultivariate Gaussian modellikelihood proceduretesting the change point hypothesis
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)
Cited In (9)
- Change points with linear trend for the exponential distribution
- Detection of a change-point in Student-\(t\) linear regression models
- On the near equivalence of the testimation and Schwarz information criterion (SIC) to study Cepheid period-luminosity relation
- A test for detecting the change-point of the mean in a Gaussian model
- Elasticity as a measure for online determination of remission points in ongoing epidemics
- Change point analysis of a Gaussian model
- Testing for a change point in linear regression models
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
- Statistical inference of covariance change points in gaussian model
Recommendations
- Title not available (Why is that?) 👍 👎
- Testing and estimating change-points in time series 👍 👎
- Statistical inference of covariance change points in gaussian model 👍 👎
- An application of the maximum likelihood test to the change-point problem 👍 👎
- Detecting change point for a sequence of random vectors under nonnormality 👍 👎
This page was built for publication: Likelihood procedure for testing change point hypothesis for multivariate Gaussian model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4852285)
