Detecting non-simultaneous changes in means of vectors
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Publication:905099
DOI10.1007/S11749-015-0429-3zbMATH Open1329.62097OpenAlexW2115084242MaRDI QIDQ905099FDOQ905099
Authors: D. Jarušková 
Publication date: 14 January 2016
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-015-0429-3
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- Estimating non-simultaneous changes in the mean of vectors
- scientific article; zbMATH DE number 783420
asymptotic distributionextremes of \(\chi^2\) random fieldslog-likelihood ratio test statisticsmultiple change point detectionnon-simultaneous changes
Cites Work
- Title not available (Why is that?)
- Extensions of some classical methods in change point analysis
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Title not available (Why is that?)
- Optimal detection of changepoints with a linear computational cost
- Testing for multiple change points
- Inference for single and multiple change-points in time series
- Model selection for high dimensional multi-sequence change-point problems
- Boundary crossing probabilities and statistical applications
- Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
- Title not available (Why is that?)
- Log-likelihood ratio test for detecting transient change
- On extremal theory for stationary processes
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
- Testing for changes in multivariate dependent observations with an application to temperature changes
- Testing for structural stability in the whole sample
- Detection of transient change in mean -- a linear behavior inside epidemic interval
- Exploring the latent segmentation space for the assessment of multiple change-point models
- Asymptotic behaviour of a test statistic for detection of change in mean of vectors
- Non-monotonic penalizing for the number of structural breaks
Cited In (7)
- Comparison inequalities for order statistics of Gaussian arrays
- Extremes of stationary random fields on a lattice
- Asymptotic behaviour of a test statistic for detection of change in mean of vectors
- The extremes of dependent chi-processes attracted by the Brown-Resnick process
- Detecting change point for a sequence of random vectors under nonnormality
- Estimating non-simultaneous changes in the mean of vectors
- Extremes and limit theorems for difference of chi-type processes
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