A changepoint statistic with uniform type I error probabilities

DOI10.1080/03610926.2014.927495zbMath1346.62028OpenAlexW2431809007MaRDI QIDQ2816642

Peter Kedron, Peter A. Rogerson

Publication date: 25 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.927495

zbMATH Keywords

likelihood ratio statistictype I error rateminimum \(p\)-value statisticchangepoint statistics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Statistics of extreme values; tail inference (62G32)

Cites Work

• Unnamed Item
• On tests for detecting change in mean
• The positive false discovery rate: A Bayesian interpretation and the \(q\)-value
• On the rate of approximations for maximum likelihood tests in change-point models
• Approximations for the time of change and the power function in change-point models
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Tests for a change-point
• Minimally Selected P and Other Tests for A Single Abrupt Changepoint in A Binary Sequence
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• On Detecting Changes in the Mean of Normal Variates
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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