Variance Change Point Detection Under a Smoothly-Changing Mean Trend with Application to Liver Procurement

DOI10.1080/01621459.2018.1442341zbMath1420.62196OpenAlexW2789049159WikidataQ130150789 ScholiaQ130150789MaRDI QIDQ5231505

Pang Du, Zuofeng Shang, John Robertson, Zhenguo Gao

Publication date: 27 August 2019

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10919/82351

zbMATH Keywords

asymptotic null distributionvariance change pointchange point consistencyhypothesis testing in nonparametric smoothingsmoothly changing mean trend

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Paired and multiple comparisons; multiple testing (62J15)

Related Items (10)

On optimal segmentation and parameter tuning for multiple change-point detection and inference ⋮ Optimal difference-based variance estimators in time series: a general framework ⋮ The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change ⋮ Surface temperature monitoring in liver procurement via functional variance change-point analysis ⋮ Detecting Multiple Change Points: The PULSE Criterion ⋮ Epidemic changepoint detection in the presence of nuisance changes ⋮ Functional Estimation and Change Detection for Nonstationary Time Series ⋮ An asymptotic test for constancy of the variance under short-range dependence ⋮ Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators ⋮ A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models

Uses Software

• gss

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