Testing for the number of change points in a sequence of exponential random variables

DOI10.1080/00949658808811102zbMath0726.62029OpenAlexW2066418440MaRDI QIDQ3350479

Patsy Haccou, Evert Meelis

Publication date: 1988

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658808811102

zbMATH Keywords

exponential distributiontables of critical valueschange point testmultiple decision problemhierarchy of sub-hypothesespartitioning of the likelihoodsequence of likelihood ratio tests of nested hypotheses

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

Related Items

Multiscale detection and location of multiple variance changes in the presence of long memory, ON CHANGE POINT DETECTION AND ESTIMATION, Data-driven choice of a model selection method in joinpoint regression, Finding multiple abrupt change points, Change-point model selection via AIC, Estimating the locations and number of change points by the sample-splitting method, Change points with linear trend for the exponential distribution, Change-point problems: bibliography and review, Non-parametric testing for the number of change points in a sequence of independent random variables

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