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Isotonic regression: Another look at the changepoint problem
1 references·7 citing·34 second hop
Isotonic regression: Another look at the changepoint problem (2001)Isotonic regression: Another look at the …Some aspects of change-point analysis (1994)Some aspects of change-point …Optimal difference-based variance estimators in time series: A general framework (2022)Optimal difference-based vari…Studentized U-quantile processes under dependence with applications to change-point analysis (2017)Studentized U-quantile proces…Regime change analysis of interval-valued time series with an application to PM10 (2015)Regime change analysis of int…Stochastic non-convex envelopment of data: Applying isotonic regression to frontier estimation (2013)Stochastic non-convex envelop…On the Online Detection of Monotonic Trends in Time Series (2004)On the Online Detection of Mo…A Test for Detecting Changes in Mean (2004)A Test for Detecting Changes …Surveillance of a Simple Linear Regression (2003)Surveillance of a Simple Line…Economic Control of Quality of Manufactured Product. (1932)CONTINUOUS INSPECTION SCHEMES (1954)Procedures for Reacting to a Change in Distribution (1971)The Equity Premium and Structural Breaks (1998)Confidence sets for the date of a single break in linear time series regressions (2007)Break Detection for a Class of Nonlinear Time Series Models (2008)Change-point problems (1994)The Measurement of Productive Efficiency (1957)Measuring the efficiency of decision making units (1978)Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis (1984)Optimal Detection of a Change in Distribution (1985)Optimal Stopping Times for Detecting Changes in Distributions (1986)Controversies and Contradictions in Statistical Process Control (2000)Properties and Use of the Shewhart Method and Its Followers (2007)An Optimal Retrospective Change Point Detection Policy (2009)Retrospective Change Point Detection: From Parametric to Distribution Free Policies (2010)Monitoring a Forecasting System (1964)Some Statistical Process Control Methods for Autocorrelated Data (1991)EWMA Control Charts for Monitoring the Mean of Autocorrelated Processes (1999)Sequential change point tests based on U-statistics (2019)Sequential change point tests based on U‐statistics (2021)An Overview of the Health and Retirement Study (1995)Range‐Based Estimation of Stochastic Volatility Models (2002)Multiple Structural Change Models: A Simulation Analysis (2006)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Limit theorems in change-point analysis (1997)Tests for Scale Changes Based on Pairwise Differences (2019)A robust bootstrap change point test for high-dimensional location parameter (2022)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Optimal Mean-Squared-Error Batch Sizes (1995)Strong rules for detecting the number of breaks in a time series (2003)Robust multiscale estimation of time-average variance for time series segmentation (2022)Moving Sum Procedure for Change Point Detection under Piecewise Linearity (2024)
this work references cited by second hop

References

  • 1994Some aspects of change-point analysis111 cited

Cited by

  • 2003Surveillance of a Simple Linear Regression37 cited
  • 2013Stochastic non-convex envelopment of data: Applying isotonic regression to frontier estimation29 cited
  • 2022Optimal difference-based variance estimators in time series: A general framework24 cited
  • 2004On the Online Detection of Monotonic Trends in Time Series23 cited
  • 2015Regime change analysis of interval-valued time series with an application to PM1020 cited
  • 2017Studentized U-quantile processes under dependence with applications to change-point analysis13 cited
  • 2004A Test for Detecting Changes in Mean8 cited

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