Retrospective Parametric Tests for Homogeneity of Data

DOI10.1080/03610920701386968MaRDI QIDQ5438338zbMATH OpenOpenAlexFDO

Authors Gregory Gurevich

Publication date 23 January 2008

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920701386968

zbMATH Keywords

AMOC procedurechange-pointlikelihood ratio testmartingle

Mathematics Subject Classification ID

General considerations in statistical decision theory (62C05) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A simple cumulative sum type statistic for the change-point problem with zero-one observations
• An application of the maximum likelihood test to the change-point problem
• Approximation Theorems of Mathematical Statistics
• CONTINUOUS INSPECTION SCHEMES
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
• Nonanticipating estimation applied to sequential analysis and changepoint detection
• Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives
• On Detecting Changes in the Mean of Normal Variates
• On tests for detecting change in mean
• On the asymptotic formula for the probability of a type I error of mixture type power one tests
• On the rate of approximations for maximum likelihood tests in change-point models
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Tests for a change-point

Cited in

(7)

• Density-based empirical likelihood ratio change point detection policies
• Average Most Powerful Tests for a Segmented Regression
• A u-i approach to retrospective testing for shifting parameters in a linear model
• scientific article; zbMATH DE number 4169898 (Why is no real title available?)
• Retrospective Change Point Detection: From Parametric to Distribution Free Policies
• Retrospective and sequential tests for a change in distribution based on kolmogorov-smirnov-type statistics
• The asymptotic power function of GLR tests for local change of parameter

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