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Nonparametric statistical procedures for the changepoint problem
4 references·16 citing·33 second hop
Nonparametric statistical procedures for the changepoint problem (1984)Nonparametric statistical procedures for …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…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 SCHEMESRetrospective Change Point Detection: From Parametric to Distribution Free Policies (2010)Retrospective Change Point De…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…Cusum techniques for timeslot sequences with applications to network surveillance (2009)Cusum techniques for timeslot…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 …Statistical control chart for regime identification in volcanic time series (1992)Statistical control chart for…Postauditing capital assets and firm performance: An empirical investigation (1991)Postauditing capital assets a…Functional CLT for nonparametric estimates of the spectrum and change-point problem for a spectral function (1991)Functional CLT for nonparamet…Statistical analysis of “structural change”: An annotated bibliography (1989)Statistical analysis of “stru…Nonparametric Tests for Shift and Change in Regression at an Unknown Time Point (1989)Nonparametric Tests for Shift…Invariance principles for changepoint problems (1988)Invariance principles for cha…Nonparametric tests for the changepoint problem (1987)Nonparametric tests for the c…The Change-Point Problem for Angular Data: A Nonparametric Approach (1986)The Change-Point Problem for …A simple least squares method for estimating a change in mean (1986)A simple least squares method…Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)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)The General Theory of Employment, Interest and Money. (1936)Estimating Nonresponse Bias in Mail Surveys (1977)Mail and Telephone Surveys: The Total Design Method. (1982)Changes in capital allocation practices – ERM and organisational change (2015)ERM adoption in the insurance sector (2016)An Approach to the Probability Distribution of Cusum Run Length (1972)Introduction to Statistical Quality Control (1992)A Dirichlet Process Gaussian State Machine Model for Change Detection in Transient Processes (2017)A wavelet‐based nonparametric CUSUM control chart for autocorrelated processes with applications to network surveillance (2018)Discovery of potential risks for the gas transmission station using monitoring data and the OOBN method (2022)Efficient Inference in a Random Coefficient Regression Model (1970)A nonparametric test for poolability using panel data (1996)Some statistical aspects of methods for detection of turning points in business cycles (2006)The financial econometrics of price discovery and predictability (2015)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)Detecting Change Points by Fourier Analysis (1988)Testing and estimating in the change-point problem of the spectral function (1992)On the power of nonparametric changepoint-tests (1994)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)Nonparametric tests for change-point detection à la Gombay and Horváth (2012)M -statistic for kernel change-point detection (2015)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
  • 1975On Tests for Detecting Change in Mean355 cited

Cited by

  • 1988Invariance principles for changepoint problems91 cited
  • 1987Nonparametric tests for the changepoint problem57 cited
  • 2010A cusum change-point detection algorithm for non-stationary sequences with application to data network surveillance49 cited
  • 1989Statistical analysis of “structural change”: An annotated bibliography42 cited
  • 1986The Change-Point Problem for Angular Data: A Nonparametric Approach39 cited
  • 1991Postauditing capital assets and firm performance: An empirical investigation36 cited
  • 2009Cusum techniques for timeslot sequences with applications to network surveillance31 cited
  • 2010Change-Point Problems: Bibliography and Review26 cited
  • 1989Nonparametric Tests for Shift and Change in Regression at an Unknown Time Point26 cited
  • 1994Testing for change-points with rank and sign statistics25 cited
  • 1992Statistical control chart for regime identification in volcanic time series

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24 cited
  • 1991Functional CLT for nonparametric estimates of the spectrum and change-point problem for a spectral function22 cited
  • 2010Retrospective Change Point Detection: From Parametric to Distribution Free Policies20 cited
  • 2002Off-Line Statistical Process Control18 cited
  • 1986A simple least squares method for estimating a change in mean18 cited
  • 1994Procedures for the Detection of Multiple Changes in Series of Independent Observations17 cited