Rank tests for changepoint problems
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(75)- Bahadur efficiency of rank tests for the change-point problem
- Detection of multiple changes in a sequence of dependent variables
- Bayesian detection of structural changes
- An application of changepoint methods in studying the effect of age on survival in breast cancer.
- Gradual changes versus abrupt changes.
- Rank based estimators of the change-point
- Consistency of rank tests against some general alternatives
- Testing for change-points with rank and sign statistics
- On the power of nonparametric changepoint-tests
- Limit theorems for the union-intersection test
- Limit theorems for rank statistics
- Change point tests based on U-statistics with applications in reliability
- Serial rank statistics for detection of changes.
- Construction of conservative test for change-point problem in two-dimensional random fields
- Change point analysis for censored data
- Consistency of a rank test against general alternatives of change points (surfaces) and continuous trend
- Change-point analysis using logarithmic quantile estimation
- Residual-based rank specification tests for AR-GARCH type models
- A hybrid test for the isotonic change-point problem
- Nonparametric estimation in change-point models
- Semiparametric tests for change-points with epidemic alternatives
- Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
- Rank-based change-point analysis for long-range dependent time series
- Change-point detection with rank statistics in long-memory time-series models
- Multivariate Kendall's tau for change-point detection in copulas
- A rank statistic for non-parametric k-sample and change point problems
- Single change-point detection methods for small lifetime samples
- Non-parametric testing for the number of change points in a sequence of independent random variables
- scientific article; zbMATH DE number 3848414 (Why is no real title available?)
- scientific article; zbMATH DE number 3860186 (Why is no real title available?)
- Change-Point Analysis Based on Empirical Characteristic Functions of Ranks
- Detection of change points using rank methods
- A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences
- Data driven rank statistics in change point analysis
- scientific article; zbMATH DE number 4106045 (Why is no real title available?)
- On the change–point problem
- scientific article; zbMATH DE number 409474 (Why is no real title available?)
- A rank test for constancy of a location oil scale parameter
- On detecting and modeling deterministic drift in long run sequences of tapping data
- Sign tests for change under alternatives
- Nonparametric boundary detection
- Testing for a change in repeated measures data
- An ANOVA-type test for multiple change points
- scientific article; zbMATH DE number 2152212 (Why is no real title available?)
- The Change-Point Problem for Angular Data: A Nonparametric Approach
- scientific article; zbMATH DE number 1843493 (Why is no real title available?)
- scientific article; zbMATH DE number 766442 (Why is no real title available?)
- Testing change-points with linear trend
- A Note on Signed Rank Tests for the Changepoint Problem
- A rank statistic for the change-point problem and its application
- Semiparametric test for multiple change-points based on empirical likelihood
- Cramér-von Mises tests for change points
- Rank-based multiple change-point detection
- Semiparametric method for identifying multiple change-points in financial market
- Semiparametric method for detecting multiple change points model in financial time series
- Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives
- Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes
- Comparisons of changepoint estimators
- Distribution-Free Tests for the Changepoint Problem
- Change points with linear trend for the exponential distribution
- Editorial
- Gradual change-point analysis based on Spearman matrices for multivariate time series
- Estimating nonlinear regression with and without change-points by the LAD method
- Gradual variance change point detection with a smoothly changing mean trend
- Joint estimation of gradual variance changepoint for panel data with common structures
- Kendall's tau-based inference for gradually changing dependence structures
- A hypothesis testing procedure for random changepoint mixed models
- Rank tests for two change points
- Finding multiple abrupt change points
- Changed segment tests via norm and Brownian projection
- Detecting change-points for shifts in mean and variance using fuzzy classification maximum likelihood change-point algorithms
- Tests for multiple change points under ordered alternatives
- Data driven rank test for the change point problem
- Testing epidemic changes of infinite dimensional parameters
- Off-line testing for a changed segment in the sample variance
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