On Detecting Changes in the Mean of Normal Variates

Cited in

(57)

Multiple change-point models for time series
Change point detection in length-biased Weibull distribution for random censored data based on modified information criterion
Likelihood ratio test change-point detection in the skew slash distribution
Modified information criterion for detecting changes in skew slash distribution
A functional central limit theorem for regression models
Information approach for the change-point detection in the skew normal distribution and its applications
On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests
Likelihood ratio tests for goodness-of-fit of a nonlinear regression model
Retrospective Parametric Tests for Homogeneity of Data
A property of partial sums of regression least squares residuals and its applications
A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
Confidence distributions for skew normal change-point model based on modified information criterion
Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change
Initial conditions and stationarity tests
A test for detecting the change-point of the mean in a Gaussian model
A point process driven multiple change point model: a robust resistant approach
Invariance principles for change-point problems under dependent random variables
ON CHANGE POINT DETECTION AND ESTIMATION
Tests for parameter changes at unknown times in linear regression models
A changepoint statistic with uniform type I error probabilities
Change-point detection for variance piecewise constant models
The asymptotic power function of GLR tests for local change of parameter
Change-point problems: bibliography and review
Change point analysis for generalized lambda distribution
A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem
On detecting change in likelihood ratio ordering
Distribution-Free Tests for the Changepoint Problem
Nonparametric tests for the changepoint problem
Nonparametric changepoint procedures for repeated measures data
Change-points in stochastic ordering
Likelihood procedure for testing changes in skew normal model with applications to stock returns
Bayesian criteria for discriminating among regression models with one possible change point
Modified information criterion for linear regression change-point model with its applications
On tests for detecting change in mean when variance is unknown
Multiple changepoints problem-nonparmetric procedures for estimation of the points of change
Tests for changing mean with monotonic power
Detection of multiple change-points in multivariate data
Nonparametric estimation in a two change-point model
Functional limit theorems for the “disorder” problem
Detecting a change in the intercept in multiple regression
Nonmonotonic power for tests of a mean shift in a time series§
On testing for a change-point in variance of normal distribution.
Deciding between I(1) and I(0)
Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
Distributions of Bayes-type change-point statistics under polynomial regression
Detecting changes in linear regression models with skew normal errors
Optimal changepoint tests for normal linear regression
Recent developments in the econometrics of structural change
DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES
The effect of linear filters on dynamic time series with structural change
Inference for single and multiple change-points in time series
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Two-sided tests for change in level for correlated data
Detection of random change point in one-parameter exponential families
Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
Locally optimal invariant tests for change in level

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