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Nonparametric tests for the changepoint problem
13 references·13 citing·30 second hop
Nonparametric tests for the changepoint problem (1987)Nonparametric tests for the changepoint p…Invariance principles for changepoint problems (1988)Invariance principles for cha…Testing and estimating change-points in time series (1985)Testing and estimating change…The Asymptotic behavior of the Likelihood Ratio Statistic for Testing a Shift in Mean in a Sequence of Independent Normal Variates. (1984)The Asymptotic behavior of th…Nonparametric statistical procedures for the changepoint problem (1984)Nonparametric statistical pro…A Non-Parametric Approach to the Change-Point Problem (1979)A Non-Parametric Approach to …A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables (1976)A Nonparametric Method for th…Tests for Change of Parameter at Unknown Times and Distributions of Some Related Functionals on Brownian Motion (1974)Tests for Change of Parameter…On Detecting Changes in the Mean of Normal Variates (1969)On Detecting Changes in the M…Nonparametric Tests for Shift at an Unknown Time Point (1968)Nonparametric Tests for Shift…Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points (1966)Test Procedures for Possible …Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Estimating the Current Mean o…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESHigh dimensional change point inference: Recent developments and extensions (2021)High dimensional change point…Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (2014)Some Nonparametric Tests for …Change-Point Problems: Bibliography and Review (2010)Change-Point Problems: Biblio…A cusum change-point detection algorithm for non-stationary sequences with application to data network surveillance (2010)A cusum change-point detectio…Supervised learning for change-point detection (2006)Supervised learning for chang…Change-Point Analysis Based on Empirical Characteristic Functions of Ranks (2006)Change-Point Analysis Based o…ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE (2001)ON EXACT INFERENCE FOR CHANGE…Approximations for the time of change and the power function in change-point models (1996)Approximations for the time o…Nonparametric Tests for Nonstandard Change-Point Problems (1995)Nonparametric Tests for Nonst…On the rate of almost sure convergence of Dümbgen's change-point estimators (1994)On the rate of almost sure co…On the power of nonparametric changepoint-tests (1994)On the power of nonparametric…Nonparametric Change-Point Estimation for Data from an Ergodic Sequence (1994)Nonparametric Change-Point Es…Testing and estimating in the change-point problem of the spectral function (1992)Testing and estimating in the…Inference About the Change-Point in a Sequence of Random Variables (1970)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing For and Dating Common Breaks in Multivariate Time Series (1998)Dating the integration of world equity markets (2002)Structural breaks in time series (2012)On Tests for Detecting Change in Mean (1975)Nonparametric tests for change-point detection à la Gombay and Horváth (2012)M -statistic for kernel change-point detection (2015)Data segmentation algorithms: Univariate mean change and beyond (2021)Some One-Sided Tests for Change in Level (1975)Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case (1987)A cusum procedure based on sequential ranks (1990)Chapter 46 Unit roots, structural breaks and trends (1994)Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Modelling Nonlinear Economic Time Series (2010)Statistical analysis of “structural change”: An annotated bibliography (1989)Tests for Variance Shift at an Unknown Time Point (1977)Random Level-Shift Time Series Models, ARIMA Approximations, and Level-Shift Detection (1990)Changepoint Detection in Periodic and Autocorrelated Time Series (2007)Procedures for Reacting to a Change in Distribution (1971)changepoint : An R Package for Changepoint Analysis (2014)Selective review of offline change point detection methods (2019)Dealing with Structural Breaks (2005)Bayesian Online Changepoint Detection (2007)Inference about the Change-Point from Cumulative Sum Tests (1971)The Equity Premium and Structural Breaks (2000)A Simple Cumulative Sum Type Statistic for the Change-Point Problem with Zero-One Observations (1980)Nonparametric Monitoring of Data Streams for Changes in Location and Scale (2011)Parametric and Nonparametric Sequential Change Detection in R: The cpm Package (2015)
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1979A Non-Parametric Approach to the Change-Point Problem4,167 cited
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 1964Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time520 cited
  • 1985Testing and estimating change-points in time series338 cited
  • 1969On Detecting Changes in the Mean of Normal Variates224 cited
  • 1966Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points136 cited
  • 1984Nonparametric statistical procedures for the changepoint problem104 cited
  • 1968Nonparametric Tests for Shift at an Unknown Time Point94 cited
  • 1988Invariance principles for changepoint problems91 cited
  • 1974Tests for Change of Parameter at Unknown Times and Distributions of Some Related Functionals on Brownian Motion85 cited
  • 1984The Asymptotic behavior of the Likelihood Ratio Statistic for Testing a Shift in Mean in a Sequence of Independent Normal Variates.64 cited
  • 1976A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables59 cited

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  • 2010A cusum change-point detection algorithm for non-stationary sequences with application to data network surveillance

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49 cited
  • 1992Testing and estimating in the change-point problem of the spectral function45 cited
  • 1994On the power of nonparametric changepoint-tests39 cited
  • 2006Supervised learning for change-point detection34 cited
  • 2010Change-Point Problems: Bibliography and Review26 cited
  • 2006Change-Point Analysis Based on Empirical Characteristic Functions of Ranks25 cited
  • 1994Nonparametric Change-Point Estimation for Data from an Ergodic Sequence25 cited
  • 1996Approximations for the time of change and the power function in change-point models25 cited
  • 1995Nonparametric Tests for Nonstandard Change-Point Problems24 cited
  • 2021High dimensional change point inference: Recent developments and extensions16 cited
  • 1994On the rate of almost sure convergence of Dümbgen's change-point estimators14 cited
  • 2001ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE14 cited
  • 2014Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes13 cited