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Statistics
A Journal of Theoretical and Applied Statistics
Volume 38, 2004 - Issue 1
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Original Articles

Statistical inference of covariance change points in gaussian model

Jie Chen Department of Mathematics and Statistics, University of Missouri – Kansas City, Kansas City, MO, 64110, USA
&
A. K Gupta Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH, 43403-0221, USACorrespondence[email protected]
Pages 17-28 | Received 17 May 2001, Accepted 23 Sep 2003, Published online: 11 Oct 2011

Citations (13)

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Read on this site (3)

Sean Ryan & Rebecca Killick. (2023) Detecting Changes in Covariance via Random Matrix Theory. Technometrics 65:4, pages 480-491.
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Liyan Xie, Yao Xie & George V. Moustakides. (2020) Sequential subspace change point detection. Sequential Analysis 39:3, pages 307-335.
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Hokeun Sun. (2011) Hybrid regions for post-change mean in a sequence of normal variables. Journal of Statistical Computation and Simulation 81:2, pages 221-231.
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Articles from other publishers (10)

Liyan Xie, George V. Moustakides & Yao Xie. (2018) FIRST-ORDER OPTIMAL SEQUENTIAL SUBSPACE CHANGE-POINT DETECTION. FIRST-ORDER OPTIMAL SEQUENTIAL SUBSPACE CHANGE-POINT DETECTION.
Dan Zhuang & Youbo Liu. (2018) A Fast Screen and Shape Recognition Algorithm for Multiple Change-Point Detection. Mathematical Problems in Engineering 2018, pages 1-10.
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Victor-Emmanuel Brunel. (2018) A change-point problem and inference for segment signals. ESAIM: Probability and Statistics 22, pages 210-235.
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A. Batsidis, N. Martín, L. Pardo & K. Zografos. (2014) ϕ-Divergence Based Procedure for Parametric Change-Point Problems. Methodology and Computing in Applied Probability 18:1, pages 21-35.
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Aki-Hiro SatoAki-Hiro Sato. 2014. Applied Data-Centric Social Sciences. Applied Data-Centric Social Sciences 203 219 .
Aki-Hiro Sato. (2013) Recursive Segmentation Procedure Based on the Akaike Information Criterion Test. Recursive Segmentation Procedure Based on the Akaike Information Criterion Test.
S. Cawston & L. Vostrikova. 2013. Seminar on Stochastic Analysis, Random Fields and Applications VII. Seminar on Stochastic Analysis, Random Fields and Applications VII 305 336 .
Dou Xuexia. 2012. Software Engineering and Knowledge Engineering: Theory and Practice. Software Engineering and Knowledge Engineering: Theory and Practice 601 607 .
Jie Chen & Yu-Ping Wang. (2009) A Statistical Change Point Model Approach for the Detection of DNA Copy Number Variations in Array CGH Data. IEEE/ACM Transactions on Computational Biology and Bioinformatics 6:4, pages 529-541.
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M. Lavielle & G. Teyssière. (2006) Detection of multiple change-points in multivariate time series. Lithuanian Mathematical Journal 46:3, pages 287-306.
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