SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Empirical likelihood ratio test for the change-point problem
16 references·15 citing·30 second hop
Empirical likelihood ratio test for the change-point problem (2006)Empirical likelihood ratio test for the c…Parametric Statistical Change Point Analysis (2011)Parametric Statistical Change…Parametric Statistical Change Point Analysis (2000)Parametric Statistical Change…Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Testing and Locating Variance…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…An application of the maximum likelihood test to the change-point problem (1994)An application of the maximum…Nonparametric Methods in Change-Point Problems (1993)Nonparametric Methods in Chan…Testing for a Unit Root in a Time Series With a Changing Mean: Corrections and Extensions (1992)Testing for a Unit Root in a …The Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)The Asymptotic Behavior of So…Nonparametric Change-Point Estimation (1988)Nonparametric Change-Point Es…Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Confidence Regions and Tests …A Non-Parametric Approach to the Change-Point Problem (1979)A Non-Parametric Approach to …The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)The Problem of the Nile: Cond…Tests for Variance Shift at an Unknown Time Point (1977)Tests for Variance Shift at a…Testing a Sequence of Observations for a Shift in Location (1977)Testing a Sequence of Observa…On Tests for Detecting Change in Mean (1975)On Tests for Detecting Change…Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Estimating the Current Mean o…Detecting Pattern Changes in Individual Travel Behavior Based on a Bayesian Method (2024)Detecting Pattern Changes in …Empirical Likelihood Ratio Test for the Epidemic Change Model (2021)Empirical Likelihood Ratio Te…Likelihood ratio test change-point detection in the skew slash distribution (2020)Likelihood ratio test change-…Rank-based multiple change-point detection (2019)Rank-based multiple change-po…A Nonparametric Phase I Control Chart for Monitoring the Process Variability with Individual Observations Based on Empirical Likelihood Ratio (2017)A Nonparametric Phase I Contr…A control chart for variance based on squared ranks (2017)A control chart for variance …Two non parametric methods for change-point detection in distribution (2016)Two non parametric methods fo…Empirical likelihood test in a posteriori change-point nonlinear model (2015)Empirical likelihood test in …Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications (2014)Information Approach for the …Bayesian Model for Multiple Change-points Detection in Multivariate Time Series (2014)Bayesian Model for Multiple C…A Nonparametric Phase I Control Chart for Individual Observations Based on Empirical Likelihood Ratio (2014)A Nonparametric Phase I Contr…Inference for single and multiple change-points in time series (2013)Inference for single and mult…Multivariate Kendall's tau for change‐point detection in copulas (2012)Multivariate Kendall's tau fo…Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change (2011)Empirical likelihood ratio te…Retrospective Change Point Detection: From Parametric to Distribution Free Policies (2010)Retrospective Change Point De…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)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)Inference About the Change-Point in a Sequence of Random Variables (1970)Multiscale Change Point Inference (2014)CONTINUOUS INSPECTION SCHEMES (1954)Inference about the Change-Point from Cumulative Sum Tests (1971)The Equity Premium and Structural Breaks (2000)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Trend, Unit Root and Structural Change in Macroeconomic Time Series (1994)Does trade openness affect long run growth? Cointegration, causality and forecast error variance decomposition tests for Pakistan (2012)The impact of economic growth on CO2 emissions in Azerbaijan (2018)Dealing with Structural Breaks (2005)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)Structural breaks in time series (2012)Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (2000)Shifting endpoints in the term structure of interest rates (2001)Tests for a Change-Point (1987)Modelling Nonlinear Economic Time Series (2010)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)Change-point detection in time-series data by relative density-ratio estimation (2013)Journal De La Société Française De Statistique (2005)Detection of multiple change-points in multivariate time series (2006)
this work references cited by second hop

References

  • 1979A Non-Parametric Approach to the Change-Point Problem4,167 cited
  • 1997Limit theorems in change-point analysis1,004 cited
  • 1993Nonparametric Methods in Change-Point Problems625 cited
  • 2011Parametric Statistical Change Point Analysis597 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
  • 1992Testing for a Unit Root in a Time Series With a Changing Mean: Corrections and Extensions346 cited
  • 1977Testing a Sequence of Observations for a Shift in Location338 cited
  • 1997Testing and Locating Variance Changepoints with Application to Stock Prices338 cited
  • 1978The Problem of the Nile: Conditional Solution to a Changepoint Problem289 cited
  • 2000Parametric Statistical Change Point Analysis284 cited
  • 1986Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables260 cited
  • 1988Nonparametric Change-Point Estimation225 cited
  • 1991The Asymptotic Behavior of Some Nonparametric Change-Point Estimators168 cited
  • 1977Tests for Variance Shift at an Unknown Time Point132 cited

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

  • 1994An application of the maximum likelihood test to the change-point problem72 cited
  • Cited by

    • 2012Multivariate Kendall's tau for change‐point detection in copulas45 cited
    • 2014Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications25 cited
    • 2014Bayesian Model for Multiple Change-points Detection in Multivariate Time Series24 cited
    • 2014A Nonparametric Phase I Control Chart for Individual Observations Based on Empirical Likelihood Ratio20 cited
    • 2010Retrospective Change Point Detection: From Parametric to Distribution Free Policies20 cited
    • 2021Empirical Likelihood Ratio Test for the Epidemic Change Model18 cited
    • 2013Inference for single and multiple change-points in time series16 cited
    • 2020Likelihood ratio test change-point detection in the skew slash distribution13 cited
    • 2011Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change13 cited
    • 2019Rank-based multiple change-point detection12 cited
    • 2015Empirical likelihood test in a posteriori change-point nonlinear model11 cited
    • 2017A control chart for variance based on squared ranks8 cited
    • 2017A Nonparametric Phase I Control Chart for Monitoring the Process Variability with Individual Observations Based on Empirical Likelihood Ratio7 cited
    • 2016Two non parametric methods for change-point detection in distribution7 cited
    • 2024Detecting Pattern Changes in Individual Travel Behavior Based on a Bayesian Method3 cited