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Technometrics Volume 17, 1975 - Issue 1
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Original Articles

Some One-Sided Tests for Change in Level

Ashish Sen University of Illinois at Chicago, Circle College of Urban Sciences Box 4348, Chicago, lllinois, 60680
&
Muni S. Srivastava Department of Mathematics, University of Toronto, 100 St. George Street, Toronto, Ontario, Canada, M5S IA1
Pages 61-64 | Published online: 09 Apr 2012

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Ping Cao & Zhiming Xia. (2022) Distributed estimation and its fast algorithm for change-point in location models*. Communications in Statistics - Theory and Methods 51:23, pages 8328-8348.
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Abdeldjalil Slama & Hafida Saggou. (2017) A Bayesian analysis of a change in the parameters of autoregressive time series. Communications in Statistics - Simulation and Computation 46:9, pages 7008-7021.
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Yan Zhou, Liya Fu & Baoxue Zhang. (2017) Two non parametric methods for change-point detection in distribution. Communications in Statistics - Theory and Methods 46:6, pages 2801-2815.
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Abeer Hasan, Wei Ning & ArjunK. Gupta. (2014) An Information-Based Approach to the Change-Point Problem of the Noncentral Skew t Distribution with Applications to Stock Market Data. Sequential Analysis 33:4, pages 458-474.
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Tze-San Lee. (2010) Change-Point Problems: Bibliography and Review. Journal of Statistical Theory and Practice 4:4, pages 643-662.
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Ashis Sengupta & Arnab Kumar Laha. (2008) A Bayesian analysis of the change-point problem for directional data. Journal of Applied Statistics 35:6, pages 693-700.
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Ashis SenGupta & Arnab Kumar Laha. (2008) A Likelihood Integrated Method for Exploratory Graphical Analysis of Change Point Problem with Directional Data. Communications in Statistics - Theory and Methods 37:11, pages 1783-1791.
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Jie Chen & A. K. Gupta. (2001) ON CHANGE POINT DETECTION AND ESTIMATION. Communications in Statistics - Simulation and Computation 30:3, pages 665-697.
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Muni S. Srivastava, Tumulesh K.S. Solanky & A. K. Sen. (2001) POWER COMPARISON OF SOME TESTS FOR DETECTING A CHANGE IN THE MULTIVARIATE MEAN. Communications in Statistics - Simulation and Computation 30:1, pages 19-36.
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N Sugiura & R. T Ogden. (1994) Testing change-points with linear trend. Communications in Statistics - Simulation and Computation 23:2, pages 287-322.
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M.S. Srivastava & K.J. Worsley. (1986) Likelihood Ratio Tests for a Change in the Multivariate Normal Mean. Journal of the American Statistical Association 81:393, pages 199-204.
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Edna Schechtman. (1983) A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem. Communications in Statistics - Theory and Methods 12:21, pages 2455-2464.
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Austin F. S. Lee & SylvaM. Heghinian. (1977) A Shift Of The Mean Level In A Sequence Of Independent Normal Random Variables—A Bayesian Approach—. Technometrics 19:4, pages 503-506.
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Suthakaran Ratnasingam & Wei Ning. (2022) Change Point Detection in Linear Failure Rate Distribution Under Random Censorship. Journal of Statistical Theory and Practice 17:1.
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Mutua Kilai, Gichuhi A. Waititu, Wanjoya A. Kibira, Ramy Aldallal, M. E. Bakr, Yusra A. Tashkandy & Fathy H. Riad. (2022) Information Approach for Change Point Analysis of EGGAPE Distribution and Application to COVID-19 Data. Mathematical Problems in Engineering 2022, pages 1-11.
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Suthakaran Ratnasingam & Wei Ning. (2021) Modified information criterion for regular change point models based on confidence distribution. Environmental and Ecological Statistics 28:2, pages 303-322.
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Suthakaran Ratnasingam & Wei Ning. (2020) Confidence Distributions for Skew Normal Change-Point Model Based on Modified Information Criterion. Journal of Statistical Theory and Practice 14:3.
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Abdeldjalil Slama. (2020) On Testing Changes in Parameters of Contaminated AR(1) Model. On Testing Changes in Parameters of Contaminated AR(1) Model.
Zekâi Şen. (2019) Partial trend identification by change-point successive average methodology (SAM). Journal of Hydrology 571, pages 288-299.
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Abdeldjalil Slama. (2017) A Bayesian analysis of a change in the parameters of the first-order autoregressive model in the presence of single outlier. A Bayesian analysis of a change in the parameters of the first-order autoregressive model in the presence of single outlier.
Alexey Artemov & Evgeny Burnaev. Ensembles of detectors for online detection of transient changes. Ensembles of detectors for online detection of transient changes.
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Mustapha Belkhouja & Mohamed Boutahar. (2009) Structural Change and Long Memory in the Dynamic of U.S. Inflation Process. Computational Economics 34:2, pages 195-216.
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Kyong Joo Oh & Ingoo Han. (2001) An intelligent clustering forecasting system based on change-point detection and artificial neural networks: application to financial economics. An intelligent clustering forecasting system based on change-point detection and artificial neural networks: application to financial economics.
Jie Chen & A. K. Gupta. (1999) Change point analysis of a Gaussian model. Statistical Papers 40:3, pages 323-333.
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A. Sen & P. Thakuriah. (1995) Estimation of static travel times in a dynamic route guidance system. Mathematical and Computer Modelling 22:4-7, pages 83-101.
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Jushan Bai. (2009) Least Absolute Deviation Estimation of a Shift. Econometric Theory 11:3, pages 403-436.
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Edit Gombay & Lajos Horváth. (1994) An application of the maximum likelihood test to the change-point problem. Stochastic Processes and their Applications 50:1, pages 161-171.
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N. K. Nagaraj. (1990) Two-sided tests for change in level for correlated data. Statistical Papers 31:1, pages 181-194.
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P. Hackl & A. H. Westlund. (1989) Statistical analysis of “structural change”: An annotated bibliography. Empirical Economics 14:2, pages 167-192.
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Jaap Praagman. 1989. Statistical Analysis and Forecasting of Economic Structural Change. Statistical Analysis and Forecasting of Economic Structural Change 135 165 .
P.R. Krishnaiah & B.Q. Miao. 1988. Quality Control and Reliability. Quality Control and Reliability 375 402 .
V.K. Jandhyala & I.B. MacNeill. 1986. Statistical Aspects of Water Quality Monitoring, Proceedings of the Workshop held at the Canada Centre for Inland Waters. Statistical Aspects of Water Quality Monitoring, Proceedings of the Workshop held at the Canada Centre for Inland Waters 381 387 .
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Irwin Guttman & Ulrich Menzefricke. (1982) On the use of loss functions in the changepoint problem. Annals of the Institute of Statistical Mathematics 34:2, pages 319-326.
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J. Segen & A. Sanderson. (1980) Detecting change in a time-series (Corresp.). IEEE Transactions on Information Theory 26:2, pages 249-254.
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Ashish Sen & S. Srivastava. (1975) On tests for detecting change in mean when variance is unknown. Annals of the Institute of Statistical Mathematics 27:1, pages 479-486.
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