On tests for detecting change in mean when variance is unknown

DOI10.1007/BF02504665zbMath0399.62033OpenAlexW1967238912MaRDI QIDQ1254799

Ashish Sen, Muni S. Srivastava

Publication date: 1975

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02504665

zbMATH Keywords

MeanChange Point ProblemUnknown Variance

Mathematics Subject Classification ID

Bayesian inference (62F15) Non-Markovian processes: hypothesis testing (62M07)

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POWER COMPARISON OF SOME TESTS FOR DETECTING A CHANGE IN THE MULTIVARIATE MEAN, Multiple changepoints problem-nonparmetric procedures for estimation of the points of change, Estimation of static travel times in a dynamic route guidance system, Detecting a Change in the Correlation Coefficient in a Sequence of Bivariate Normal Variables, Ratio detections for change point in heavy tailed observations, Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications, Locally optimal invariant tests for change in level, Nonparametric changepoint procedures for repeated measures data, Unnamed Item, Distribution-Free Tests for the Changepoint Problem, On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation, A functional central limit theorem for regression models, Testing for change in mean of independent multivariate observations with time varying covariance, Simultaneous confidence intervals based on one-sided max \(t\) test, A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem

Cites Work

• Unnamed Item
• On tests for detecting change in mean
• Some One-Sided Tests for Change in Level
• On Detecting Changes in the Mean of Normal Variates
• On singularities of sampling distributions, in particular for ratios of quadratic forms
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance