Some nonparametric methods for changepoint problems

DOI10.2307/3315813MaRDI QIDQ4272586zbMATH OpenOpenAlexFDO

Authors Vera R. Eastwood

Publication date 19 January 1994

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315813

zbMATH Keywords

changepoint problemsCramér-von Mises functionalsdistributions of Gaussian functionalsGaussian functionalsprojections of \(U\)-statistics

Mathematics Subject Classification ID

Gaussian processes (60G15) Nonparametric hypothesis testing (62G10)

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Cites work

• A Non-Parametric Approach to the Change-Point Problem
• Asymptotic properties for the sequential CUSUM procedure
• Computing the distribution of quadratic forms in normal variables
• Distribution of Quadratic Forms and Some Applications
• scientific article; zbMATH DE number 4188870 (Why is no real title available?)
• Nonparametric statistical procedures for the changepoint problem
• On the invariance principle for U-statistics
• Radon-Nikodym Derivatives of Gaussian Measures
• Some recent developments concerning asymptotic distributions of pontograms
• Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion

Cited in

(24)

• Nonparametric tests for the changepoint problem
• Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests
• Tests for changes under random censorship
• Hybrid Bayesian procedures for automatic detection of change-points
• On estimated projection pursuit-type Crámer-von Mises statistics
• Nonparametric statistical procedures for the changepoint problem
• Change-point problems: bibliography and review
• Cramér-von Mises method for detecting change points in IV models
• A Nonparametric Method in the Change-Point Problem for Multivariate Observations
• Nonparametric changepoint procedures for repeated measures data
• A robust changepoint detection method
• scientific article; zbMATH DE number 3930146 (Why is no real title available?)
• A review of nonparametric tests for :changepoint problems, with application to a recombinant drug therapy clinical trial
• scientific article; zbMATH DE number 1031818 (Why is no real title available?)
• Testing for a change in repeated measures data
• A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods
• scientific article; zbMATH DE number 1485432 (Why is no real title available?)
• Changepoint Problems Under Random Censorship
• Nonparametric test procedures for change point problems with multiple observations
• Cramér-von Mises tests for change points
• Nonparametric tests for change-points of scale parameters
• 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
• A Bayesian detection of structural changes in autoregressive time series models

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