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Two non parametric methods for change-point detection in distribution
16 references·0 citing·26 second hop
Two non parametric methods for change-point detection in distribution (2016)Two non parametric methods for change-poi…Two Nonparametric Control Charts for Detecting Arbitrary Distribution Changes (2012)Two Nonparametric Control Cha…Nonparametric Monitoring of Data Streams for Changes in Location and Scale (2011)Nonparametric Monitoring of D…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…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…Nonparametric Methods in Change-Point Problems (1993)Nonparametric Methods in Chan…The Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)The Asymptotic Behavior of So…Nonparametric Change-Point Estimation (1988)Nonparametric Change-Point Es…Tests for a Change-Point (1987)Tests for a Change-PointConfidence 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…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…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)Time Series Analysis: Forecasting and Control (1977)A Guide to Simulation (1983)Volatility in Emerging Stock Markets (1999)Selection of estimation window in the presence of breaks (2006)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)CONTINUOUS INSPECTION SCHEMES (1954)Inference about the Change-Point from Cumulative Sum Tests (1971)The Equity Premium and Structural Breaks (2000)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)Modelling Nonlinear Economic Time Series (2010)A Simple Cumulative Sum Type Statistic for the Change-Point Problem with Zero-One Observations (1980)Parametric and Nonparametric Sequential Change Detection in R: The cpm Package (2015)Detection of multiple change-points in multivariate time series (2006)Inference for single and multiple change‐points in time series (2013)Change-point detection in time-series data by relative density-ratio estimation (2013)
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References

  • 1979A Non-Parametric Approach to the Change-Point Problem4,167 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,180 cited
  • 1997Limit theorems in change-point analysis1,004 cited
  • 1993Nonparametric Methods in Change-Point Problems625 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
  • 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
  • 1987Tests for a Change-Point225 cited
  • 2011Nonparametric Monitoring of Data Streams for Changes in Location and Scale193 cited
  • 2012Two Nonparametric Control Charts for Detecting Arbitrary Distribution Changes169 cited

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  • 1991The Asymptotic Behavior of Some Nonparametric Change-Point Estimators168 cited
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