Detection of a change-point in variance by a weighted sum of powers of variances test
From MaRDI portal
Publication:5036596
Recommendations
- On testing for a change-point in variance of normal distribution.
- scientific article; zbMATH DE number 1241175
- Ratio test for mean change-point in infinite variances sequence
- Variance change-point detection in panel data models
- Detection and estimation of abrupt changes in the variability of a process
Cites work
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- A Bayesian Analysis for Change Point Problems
- A Cluster Analysis Method for Grouping Means in the Analysis of Variance
- CONTINUOUS INSPECTION SCHEMES
- Change-of-variance problem for linear processes with long memory
- Change-point detection for variance piecewise constant models
- Consistent two‐stage multiple change‐point detection in linear models
- Estimating the number of change-points via Schwarz' criterion
- Optimal detection of changepoints with a linear computational cost
- Parametric statistical change point analysis. With applications to genetics, medicine, and finance
- The limit law of the iterated logarithm
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
Cited in
(5)- Variance change point detection under a smoothly-changing mean trend with application to liver procurement
- Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model
- Change point detection for nonparametric regression under strongly mixing process
- The CUSUM statistics of change-point models based on dependent sequences
- On testing for a change in variance: new tests and a Monte Carlo study
This page was built for publication: Detection of a change-point in variance by a weighted sum of powers of variances test
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5036596)
