Some nonparametric methods for changepoint problems

DOI10.2307/3315813zbMath0779.60036OpenAlexW2108402305MaRDI QIDQ4272586

Vera R. Eastwood

Publication date: 19 January 1994

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315813

zbMATH Keywords

changepoint problemsGaussian functionalsdistributions of Gaussian functionalsCramér-von Mises functionalsprojections of \(U\)-statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Gaussian processes (60G15)

Related Items (5)

Hybrid Bayesian procedures for automatic detection of change-points ⋮ On estimated projection pursuit-type Crámer-von Mises statistics ⋮ A Bayesian detection of structural changes in autoregressive time series models ⋮ Testing for a change in repeated measures data ⋮ Tests for changes under random censorship

Cites Work

• Unnamed Item
• A Non-Parametric Approach to the Change-Point Problem
• Asymptotic properties for the sequential CUSUM procedure
• On the invariance principle for U-statistics
• Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
• Nonparametric statistical procedures for the changepoint problem
• Some recent developments concerning asymptotic distributions of pontograms
• Distribution of Quadratic Forms and Some Applications
• Computing the distribution of quadratic forms in normal variables
• Radon-Nikodym Derivatives of Gaussian Measures

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