An ANOVA-type test for multiple change points
暂无分享,去创建一个
[1] S. Zacks. SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton. , 1983 .
[2] Gouri K. Bhattacharyya,et al. 5 Tests of randomness against trend or serial correlations , 1984, Nonparametric Methods.
[3] A. C. Harvey,et al. The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling , 1986 .
[4] F. Lombard. Rank tests for changepoint problems , 1987 .
[5] J. Wellner,et al. Empirical Processes with Applications to Statistics , 2009 .
[6] M. Csörgo,et al. 20 Nonparametric methods for changepoint problems , 1988 .
[7] L. Horváth,et al. Invariance principles for changepoint problems , 1988 .
[8] Pranab Kumar Sen,et al. Nonparametric Tests for Shift and Change in Regression at an Unknown Time Point , 1989 .
[9] Rank tests for two change points , 1996 .
[10] L. Horváth,et al. Limit Theorems in Change-Point Analysis , 1997 .
[11] Arjun K. Gupta,et al. Testing and Locating Variance Changepoints with Application to Stock Prices , 1997 .
[12] S. Chib. Estimation and comparison of multiple change-point models , 1998 .
[13] H. Müller,et al. Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation , 2000 .
[14] Arjun K. Gupta,et al. Parametric Statistical Change Point Analysis , 2000 .
[15] Estimating the locations and number of change points by the sample-splitting method , 2001 .
[16] Tests for multiple change points under ordered alternatives , 2003 .
[17] Kurt Hornik,et al. Testing and dating of structural changes in practice , 2003, Comput. Stat. Data Anal..
[18] Claude N. Williams,et al. Detection of Undocumented Changepoints Using Multiple Test Statistics and Composite Reference Series. , 2005 .
[19] Y. Son,et al. Bayesian single change point detection in a sequence of multivariate normal observations , 2005 .
[20] M. Lavielle,et al. Detection of multiple change-points in multivariate time series , 2006 .
[21] Jan G. De Gooijer,et al. Detecting change-points in multidimensional stochastic processes , 2006, Comput. Stat. Data Anal..
[22] E. Ghysels,et al. Série Scientifique Scientific Series Monitoring for Disruptions in Financial Markets Monitoring for Disruptions in Financial Markets * , 2022 .
[23] D. Carslaw,et al. Detecting and characterising small changes in urban nitrogen dioxide concentrations , 2007 .
[24] Jaehee Kim,et al. Multiple change-point detection of multivariate mean vectors with the Bayesian approach , 2010, Comput. Stat. Data Anal..
[25] Francesco Serinaldi,et al. Analyses of seasonal and annual maximum daily discharge records for central Europe , 2011 .
[26] Gabriela Ciuperca,et al. Penalized least absolute deviations estimation for nonlinear model with change-points , 2011 .
[27] Maik Döring. Convergence in distribution of multiple change point estimators , 2011 .
[28] P. Sen. Robust Tests for Change‐Point Models , 2014 .