Retrospective Parametric Tests for Homogeneity of Data

DOI10.1080/03610920701386968zbMath1128.62023OpenAlexW2083987035MaRDI QIDQ5438338

Gregory Gurevich

Publication date: 23 January 2008

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

Full work available at URL: https://doi.org/10.1080/03610920701386968

zbMATH Keywords

likelihood ratio testchange-pointmartingleAMOC procedure

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) General considerations in statistical decision theory (62C05)

Related Items (3)

Retrospective Change Point Detection: From Parametric to Distribution Free Policies ⋮ Density-Based Empirical Likelihood Ratio Change Point Detection Policies ⋮ Average Most Powerful Tests for a Segmented Regression

Cites Work

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• Nonanticipating estimation applied to sequential analysis and changepoint detection
• Approximation Theorems of Mathematical Statistics
• Tests for a change-point
• A simple cumulative sum type statistic for the change-point problem with zero-one observations
• Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives
• 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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