Inference for change point and post change means after a CUSUM test.
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Publication:1769963
zbMath1067.62082MaRDI QIDQ1769963
Publication date: 5 April 2005
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
Research exposition (monographs, survey articles) pertaining to statistics (62-02) Sequential estimation (62L12)
Related Items (24)
Weighting cusums for increased power near the end points ⋮ A combined SR-CUSUM procedure for detecting common changes in panel data ⋮ Sequential common change detection, isolation, and estimation in multiple poisson processes ⋮ Feature selection when there are many influential features ⋮ Cusums for tracking arbitrary functionals ⋮ Detecting anomalies in fibre systems using 3-dimensional image data ⋮ Inference for post-change parameters after sequential CUSUM test under AR(1) model ⋮ Estimation of common change point and isolation of changed panels after sequential detection ⋮ Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure ⋮ A modified economic-statistical design of the T2control chart with variable sample sizes and control limits ⋮ Common change-point estimation and changed panel isolation after sequential detection in an exponential family ⋮ Inference for Change-Point and Post-Change Mean with Possible Change in Variance ⋮ Sequential Common Change Detection and Isolation of Changed Panels in Panel Data ⋮ Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points ⋮ Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of haemolytic uraemic syndrome ⋮ Change-point detection in a shape-restricted regression model ⋮ False Alarms and Sparse Change Segment Detection by Using a CUSUM Procedure ⋮ BLOCK THRESHOLDING FOR A DENSITY ESTIMATION PROBLEM WITH A CHANGE-POINT ⋮ Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences ⋮ Inference after truncated one-sided sequential test ⋮ Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich ⋮ Multiscale Change Point Inference ⋮ Reaction times of monitoring schemes for ARMA time series ⋮ Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
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