Detection of random change point in one-parameter exponential families

DOI10.1016/S0096-3003(95)00210-3zbMath0852.62024MaRDI QIDQ1918307

Dariush Ghorbanzadeh

Publication date: 12 November 1996

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio testcontiguityasymptotic power functionone-parameter exponential familieslog-likelihood statisticaffine function of the Brownian motion

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Bayesian analysis for detecting a change in exponential family

Cites Work

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• A nonparametric control chart for detecting small disorders
• On tests for detecting change in mean
• The power of likelihood ratio and cumulative sum tests for a change in a binomial probability
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• The likelihood ratio test for a change-point in simple linear regression
• Testing a Sequence of Observations for a Shift in Location
• The problem of the Nile: Conditional solution to a changepoint problem
• On Detecting Changes in the Mean of Normal Variates
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Contiguity of Probability Measures

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