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Nonparametric Tests for Shift and Change in Regression at an Unknown Time Point
7 references·6 citing·34 second hop
Nonparametric Tests for Shift and Change in Regression at an Unknown Time Point (1989)Nonparametric Tests for Shift and Change …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 …On Tests for Detecting Change in Mean (1975)On Tests for Detecting Change…Nonparametric Tests for Shift at an Unknown Time Point (1968)Nonparametric Tests for Shift…Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Estimating the Current Mean o…On Optimum Methods in Quickest Detection Problems (1963)On Optimum Methods in Quickes…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…Robust Change Point Analysis (2013)Robust Change Point AnalysisData driven rank test for the change point problem (2007)Data driven rank test for the…Off-Line Statistical Process Control (2002)Off-Line Statistical Process …Testing for change-points with rank and sign statistics (1994)Testing for change-points wit…Procedures for the Detection of Multiple Changes in Series of Independent Observations (1994)Procedures for the Detection …Change Point Problem (1993)Change Point ProblemTest Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points (1966)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)Theory of Games and Statistical Decisions. (1955)Detecting changes in signals and systems—A survey (1988)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing a Sequence of Observations for a Shift in Location (1977)Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Multiscale Change Point Inference (2014)CONTINUOUS INSPECTION SCHEMES (1954)Nonparametric tests for the changepoint problem (1987)Invariance principles for changepoint problems (1988)A cusum change-point detection algorithm for non-stationary sequences with application to data network surveillance (2010)Statistical Analysis and Forecasting of Economic Structural Change (1989)Limit theorems in change-point analysis (1997)Multivariate Kendall's tau for change‐point detection in copulas (2012)Power of change-point tests for long-range dependent data (2017)Economic Control of Quality of Manufactured Product. (1932)Introduction to Statistical Quality Control (1992)Detection of structural changes in generalized linear models (2004)Optimal sequential kernel detection for dependent processes (2004)SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton. (1983)CHANGE‐POINT DETECTION WITH RANK STATISTICS IN LONG‐MEMORY TIME‐SERIES MODELS (2008)Convergence of U-processes in Hölder spaces with application to robust detection of a changed segment (2020)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)
this work references cited by second hop

References

  • 1979A Non-Parametric Approach to the Change-Point Problem4,167 cited
  • 1963On Optimum Methods in Quickest Detection Problems839 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
  • 1975On Tests for Detecting Change in Mean355 cited
  • 1984Nonparametric statistical procedures for the changepoint problem104 cited
  • 1968Nonparametric Tests for Shift at an Unknown Time Point94 cited

Cited by

  • 1994Testing for change-points with rank and sign statistics25 cited
  • 2007Data driven rank test for the change point problem22 cited
  • 2002Off-Line Statistical Process Control18 cited
  • 1994Procedures for the Detection of Multiple Changes in Series of Independent Observations17 cited
  • 2013Robust Change Point Analysis15 cited
  • 1993Change Point Problem12 cited

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