Change Point Detection in a General Class of Distributions

DOI10.1080/03610920500201145zbMath1072.62040OpenAlexW2117903523MaRDI QIDQ5697391

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Publication date: 17 October 2005

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

Full work available at URL: https://doi.org/10.1080/03610920500201145

zbMATH Keywords

likelihood ratiomarginal likelihoodchange point

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03)

Related Items (3)

An Application of EM Algorithm to a Change-Point Problem ⋮ On the distribution of the sum of independent uniform random variables ⋮ Sensor fault detection and isolation: a game theoretic approach

Cites Work

• On a bayesian approach for the shiftpoint problem
• Change-Point Problem with Correlated Observations, with an Application in Material Accountancy
• Some principles for surveillance adopted for multivariate processes with a common change point
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Bayesian inferences about a changing sequence of random variables
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Inference about the change-point in a sequence of random variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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