On detection of change points using mean vectors

DOI10.1007/BF02032914zbMath0808.62077MaRDI QIDQ1314933

Baiqi Miao, P. R. Krishnaiah, Lin Cheng Zhao

Publication date: 16 March 1995

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

model selectionstrong consistencyestimating the locations of change pointssimultaneous test procedure

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Point estimation (62F10)

Cites Work

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• A Non-Parametric Approach to the Change-Point Problem
• The extreme value of the generalized distances of the individual points in the multivariate normal sample
• A Bayesian approach to retrospective identification of change-points
• A test for a change in a parameter occurring at an unknown point
• On problems in which a change in a parameter occurs at an unknown point
• Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Bayesian inferences related to shifting sequences and two-phase regression
• Fitting Segmented Curves Whose Join Points Have to be Estimated
• Nonparametric Tests for Shift at an Unknown Time Point
• Inference about the intersection in two-phase regression
• Inference about the change-point in a sequence of random variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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