SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On the Likelihood Ratio Test for a Shift in Location of Normal Populations
1 references·16 citing·42 second hopsampled
On the Likelihood Ratio Test for a Shift in Location of Normal Populations (1979)On the Likelihood Ratio Test for a Shift …Testing a Sequence of Observations for a Shift in Location (1977)Testing a Sequence of Observa…Changepoint Detection in the Presence of Outliers (2017)Changepoint Detection in the …Phase I Risk-Adjusted Control Charts for Monitoring Surgical Performance by Considering Categorical Covariates (2012)Phase I Risk-Adjusted Control…Characterization of non-linear profiles variations using mixed-effect models and wavelets (2011)Characterization of non-linea…Confidence sets for the date of a single break in linear time series regressions (2007)Confidence sets for the date …Statistical Process Control for Shifts in Mean or Variance Using a Changepoint Formulation (2005)Statistical Process Control f…A Change-Point Model for a Shift in Variance (2005)A Change-Point Model for a Sh…ON CHANGE POINT DETECTION AND ESTIMATION (2001)ON CHANGE POINT DETECTION AND…Change-point detection of mean vector or covariance matrix shifts using multivariate individual observations (2000)Change-point detection of mea…Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Testing and Locating Variance…A Control Chart for Preliminary Analysis of Individual Observations (1996)A Control Chart for Prelimina…The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time (1993)The Effect of Serial Correlat…Statistical analysis of “structural change”: An annotated bibliography (1989)Statistical analysis of “stru…19 Review about estimation of change points (1988)19 Review about estimation of…M1 — Velocity and money-demand functions: Do stable relationships exist? (1987)M1 — Velocity and money-deman…Likelihood Ratio Tests for a Change in the Multivariate Normal Mean (1986)Likelihood Ratio Tests for a …The Power of Likelihood Ratio and Cumulative Sum Tests for a Change in a Binomial Probability (1983)The Power of Likelihood Ratio…CONTINUOUS INSPECTION SCHEMES (1954)Inference About the Change-Point in a Sequence of Random Variables (1970)A Non-Parametric Approach to the Change-Point Problem (1979)On the Cusum test for parameter changes in garch(1,1) Models (2000)Inference and Estimation in a Changepoint Regression Problem (2001)Break Detection for a Class of Nonlinear Time Series Models (2008)Cumulative Sum Charts and Charting for Quality Improvement (1998)The Changepoint Model for Statistical Process Control (2003)A Multivariate Change-Point Model for Statistical Process Control (2006)A Self-Starting Control Chart for Linear Profiles (2007)Nonparametric control chart based on change-point model (2007)Statistical Quality Control (1990)Introduction to Statistical Quality Control (1992)Control chart based on likelihood ratio for monitoring linear profiles (2008)Likelihood Ratio-Based Distribution-Free EWMA Control Charts (2010)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Journal of the American Statistical Association (1995)Change-Point Estimation in ARCH Models (2000)Analysis of changepoint models (2011)Nonparametric maximum likelihood approach to multiple change-point problems (2014)On Tests for Detecting Change in Mean (1975)A Simple Cumulative Sum Type Statistic for the Change-Point Problem with Zero-One Observations (1980)A Change-Point Approach for Phase-I Analysis in Multivariate Profile Monitoring and Diagnosis (2015)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Assessing forecast performance in a cointegrated system (1996)Survey of Literature on Demand for Money (1999)Some Evidence on Secular Drivers of US Safe Real Rates (2019)Optimal Detection of Changepoints With a Linear Computational Cost (2012)Wild binary segmentation for multiple change-point detection (2014)Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise (2020)Data segmentation algorithms: Univariate mean change and beyond (2021)Real-time Change-Point Detection: A deep neural network-based adaptive approach for detecting changes in multivariate time series data (2022)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (2000)Shifting endpoints in the term structure of interest rates (2001)The cusum test of homogeneity with an application in spontaneous abortion epidemiology (1985)Geometric Charts with Estimated Control Limits (2012)Tests For Constancy Of Model Parameters Over Time (2002)Weighted-loss-function CUSUM chart for monitoring mean and variance of a production process (2005)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1977Testing a Sequence of Observations for a Shift in Location338 cited

Cited by

  • 1997Testing and Locating Variance Changepoints with Application to Stock Prices338 cited
  • 2017Changepoint Detection in the Presence of Outliers157 cited
  • 2005Statistical Process Control for Shifts in Mean or Variance Using a Changepoint Formulation151 cited
  • 2005A Change-Point Model for a Shift in Variance148 cited
  • 1986Likelihood Ratio Tests for a Change in the Multivariate Normal Mean130 cited
  • 198819 Review about estimation of change points110 cited
  • 1996A Control Chart for Preliminary Analysis of Individual Observations102 cited
  • 1987M1 — Velocity and money-demand functions: Do stable relationships exist?100 cited
  • 1983The Power of Likelihood Ratio and Cumulative Sum Tests for a Change in a Binomial Probability99 cited
  • 2001ON CHANGE POINT DETECTION AND ESTIMATION96 cited
  • 2007Confidence sets for the date of a single break in linear time series regressions88 cited
  • 2000Change-point detection of mean vector or covariance matrix shifts using multivariate individual observations78 cited
  • 1993The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time77 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2011
Characterization of non-linear profiles variations using mixed-effect models and wavelets
72 cited
  • 2012Phase I Risk-Adjusted Control Charts for Monitoring Surgical Performance by Considering Categorical Covariates60 cited
  • 1989Statistical analysis of “structural change”: An annotated bibliography42 cited