Testing a Sequence of Observations for a Shift in Location
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(68)- An efficient algorithm for estimating a change-point
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
- A new test for structural stability in the linear regression model
- The likelihood ratio test for the change point problem for exponentially distributed random variables
- Bayesian analysis of a change-point in exponential families with applications.
- The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
- An application of the maximum likelihood test to the change-point problem
- Distributions of Bayes-type change-point statistics under polynomial regression
- Partial parameter consistency in a misspecified structural change model
- Bayesian criteria for discriminating among regression models with one possible change point
- Detection and estimation of abrupt changes in the variability of a process
- Fitting multiple change-point models to data
- A unifying approach to the shape and change-point hypotheses in the discrete univariate exponential family
- Multiple change-point detection: a selective overview
- Detection of random change point in one-parameter exponential families
- Nonparametric inference on structural breaks
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
- High dimensional change point inference: recent developments and extensions
- Novel semi-metrics for multivariate change point analysis and anomaly detection
- Empirical likelihood for change point detection in autoregressive models
- Robust change point detection method via adaptive LAD-Lasso
- A robust test for mean change in dependent observations
- Change-point problems: bibliography and review
- Application of the bootstrap method for change points analysis in generalized linear models
- Detection of multiple change-points in multivariate time series
- A test for detecting the change-point of the mean in a Gaussian model
- Confidence sets for the date of a single break in linear time series regressions
- Likelihood ratio tests for testing for multiple contaminants in the shocks and labelled slippage models
- scientific article; zbMATH DE number 3831136 (Why is no real title available?)
- Hybrid regions for post-change mean in a sequence of normal variables
- A note on approximating distribution functions of cusum and cusumsq tests
- Testing for the number of change points in a sequence of exponential random variables
- Estimating changes in a multi-parameter exponential family
- Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Detecting Changes in Linear Regressions
- ON CHANGE POINT DETECTION AND ESTIMATION
- A new measure between sets of probability distributions with applications to erratic financial behavior
- Distributed estimation and its fast algorithm for change-point in location models*
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS
- Structural clustering of volatility regimes for dynamic trading strategies
- Ratio detection for mean change in α mixing observations
- Ratio detections for change point in heavy tailed observations
- Critical values improvement for the standard normal homogeneity test by combining Monte Carlo and regression approaches
- The development of an information criterion for change-point analysis
- Comparisons of changepoint estimators
- Cusums for tracking arbitrary functionals
- Change point detection in linear failure rate distribution under random censorship
- Equivalence relations and \(L^p\) distances between time series with application to the black summer Australian bushfires
- Change point estimation in an \(M/M/2\) queue with heterogeneous servers
- Optimal change-point detection and localization
- Change point detection for high dimensional data via kernel measure with application to human aging brain data
- Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
- Mean change point detection based on jump information criterion
- Utilization of change point detection based on information criterion for monitoring flatness data
- Efficient likelihood-based temporal changepoint detection in spatio-temporal processes
- A latent variable model with change-points and its application to time pressure effects in educational assessment
- On an optimal design for an isotonic inference
- Change-point analysis with irregular signals
- Change point test for the joint mean and variance model based on the modified information criterion
- The asymptotic power function of GLR tests for local change of parameter
- Testing for change in mean of independent multivariate observations with time varying covariance
- Confidence distributions for skew normal change-point model based on modified information criterion
- Empirical likelihood ratio test for the change-point problem
- On the exact distribution of maximally selected rank statistics
- Variable selection bias in regression trees with constant fits
- Strong convergence rate of robust estimator of change point
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process
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