On Detecting Changes in the Mean of Normal Variates

Cited in

(61)

Nonparametric changepoint procedures for repeated measures data
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests
Detection of random change point in one-parameter exponential families
Change point analysis for generalized lambda distribution
ON CHANGE POINT DETECTION AND ESTIMATION
A functional central limit theorem for regression models
Change-point detection of the Kumaraswamy skew-t distribution based on modified information criterion
A new online learning algorithm for streaming data and decision support with a Bayesian approach
Detecting weak changes in the mean of a class of nonlinear heteroscedastic models
On testing for a change-point in variance of normal distribution.
Change-point detection for variance piecewise constant models
Likelihood ratio tests for goodness-of-fit of a nonlinear regression model
Distribution-Free Tests for the Changepoint Problem
On detecting change in likelihood ratio ordering
Detecting changes in linear regression models with skew normal errors
On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
Change point detection in length-biased Weibull distribution for random censored data based on modified information criterion
Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
Likelihood procedure for testing changes in skew normal model with applications to stock returns
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
The effect of linear filters on dynamic time series with structural change
A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
Estimating changepoints in extremal dependence, applied to aviation stock prices during COVID-19 pandemic
Tests for parameter changes at unknown times in linear regression models
Modified information criterion for linear regression change-point model with its applications
Tests for changing mean with monotonic power
A test for detecting the change-point of the mean in a Gaussian model
Optimal changepoint tests for normal linear regression
Recent developments in the econometrics of structural change
Nonmonotonic power for tests of a mean shift in a time series§
A point process driven multiple change point model: a robust resistant approach
Locally optimal invariant tests for change in level
Change-points in stochastic ordering
Inference for single and multiple change-points in time series
Deciding between I(1) and I(0)
Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
Multiple changepoints problem-nonparmetric procedures for estimation of the points of change
Nonparametric tests for the changepoint problem
DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES
Retrospective Parametric Tests for Homogeneity of Data
Multiple change-point models for time series
The asymptotic power function of GLR tests for local change of parameter
A changepoint statistic with uniform type I error probabilities
Invariance principles for change-point problems under dependent random variables
A property of partial sums of regression least squares residuals and its applications
Nonparametric estimation in a two change-point model
Likelihood ratio test change-point detection in the skew slash distribution
Confidence distributions for skew normal change-point model based on modified information criterion
Detecting a change in the intercept in multiple regression
Initial conditions and stationarity tests
On tests for detecting change in mean when variance is unknown
Modified information criterion for detecting changes in skew slash distribution
Distributions of Bayes-type change-point statistics under polynomial regression
A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem
Detection of multiple change-points in multivariate data
Bayesian criteria for discriminating among regression models with one possible change point
Two-sided tests for change in level for correlated data
Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change
Information approach for the change-point detection in the skew normal distribution and its applications
Functional limit theorems for the “disorder” problem
Change-point problems: bibliography and review

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