Detection of change points using rank methods

DOI10.1080/03610928808829799zbMath0696.62192OpenAlexW2050926949MaRDI QIDQ3473181

Baiqi Miao, Lin Cheng Zhao

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/03610928808829799

zbMATH Keywords

change pointsdetectiondirectional datarank statisticsnonparametric method

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items (5)

Change-point estimation for censored regression model ⋮ Estimating nonlinear regression with and without change-points by the LAD method ⋮ A first order autoregressive process with a change point: a Bayesian approach based on model selection ⋮ Detection of multiple change-points in multivariate time series ⋮ Detection of multiple changes in a sequence of dependent variables

Cites Work

• A simple cumulative sum type statistic for the change-point problem with zero-one observations

This page was built for publication: Detection of change points using rank methods