Two non parametric methods for change-point detection in distribution

DOI10.1080/03610926.2015.1048891MaRDI QIDQ2979035zbMATH OpenOpenAlexFDO

Authors Yan Zhou, Liya Fu, Baoxue Zhang

Publication date 2 May 2017

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

Full work available at URL https://doi.org/10.1080/03610926.2015.1048891

zbMATH Keywords

change-pointCusumsempirical likelihoodlikelihood ratio testrobust

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• A New One-Sample Test for Goodness-of-Fit
• A Non-Parametric Approach to the Change-Point Problem
• A semiparametric changepoint model
• An application of the maximum likelihood test to the change-point problem
• An empirical-likelihood-based multivariate EWMA control scheme
• Bootstrap methods: another look at the jackknife
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Distribution-free monitoring of univariate processes
• Empirical likelihood based hypothesis testing
• Empirical likelihood for the two-sample mean problem
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio test for the change-point problem
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• Multivariate change point control chart based on data depth for phase I analysis
• Nonparametric change-point estimation
• Nonparametric tests for the changepoint problem
• On tests for detecting change in mean
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• Powerful Goodness-of-fit Tests Based on the Likelihood Ratio
• Some asymptotic theory for the bootstrap
• Tests for a change-point
• The asymptotic behavior of some nonparametric change-point estimators
• The problem of the Nile: Conditional solution to a changepoint problem
• Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests
• Two-sample empirical likelihood method

Cited in

(12)

• Parametric versus nonparametric tolerance regions in detection problems
• Nonparametric maximum likelihood approach to multiple change-point problems
• An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
• Density-based empirical likelihood ratio change point detection policies
• A semiparametric changepoint model
• A robust changepoint detection method
• Nonparametric adaptive change point estimation and on line detection
• An empirical likelihood-based CUSUM for on-line model change detection
• An efficient approach to detect changed regions in the image
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH
• Nonparametric Bayesian online change point detection using kernel density estimation with nonparametric hazard function
• Empirical likelihood ratio test for the change-point problem

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