Multiple changepoints problem-nonparmetric procedures for estimation of the points of change

DOI10.1080/03610918508812460zbMath0595.62034OpenAlexW2082951961MaRDI QIDQ3727139

Edna Schechtman, Douglas A. Wolfe

Publication date: 1985

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918508812460

zbMATH Keywords

local maximamultiple change-pointsMonte Carlo investigationtest for detecting changes in location

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (6)

Detecting a Change in the Correlation Coefficient in a Sequence of Bivariate Normal Variables ⋮ Detection of multiple change-points in multivariate time series ⋮ Estimating the locations and number of change points by the sample-splitting method ⋮ Bayesian detection of structural changes ⋮ Detection of multiple changes in a sequence of dependent variables ⋮ Estimating a changed segment in a sample

Cites Work

• A nonparametric control chart for detecting small disorders
• On tests for detecting change in mean
• On tests for detecting change in mean when variance is unknown
• On characterization of two-sample \(U\)-statistics
• Nonparametric statistical procedures for the changepoint problem
• A test for a change in a parameter occurring at an unknown point
• 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
• CONTINUOUS INSPECTION SCHEMES

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