76
Views
31
CrossRef citations to date
0
Altmetric
Original Articles

Some results on estimating a change-point using non-parametric type statistics

Pages 261-272 | Received 31 Dec 1979, Published online: 20 Mar 2007

References

  • Andrews , D.F. , Bickel , P.J. , Hampel , F.R. , Huber , P.J. , Rogers , W.H. and Tukey , J.W. 1972 . Robust estimates of location , Princeton, N.J : Princeton University Press .
  • Darkhovskh , B.S. 1976 . A non-parametric method for the a posteriori detection of the “disorder” time of a sequence of independent random variables . Th. of Prob. and its Applications , 21 : 178 – 183 .
  • Hinkley , D.V. 1970 . Inference about the change-point in a sequence of random variables . Biometrika , 57 : 1 – 17 .
  • Huber , P.J. 1964 . Robust estimation of a location parameter . Ann. Math. Statist , 35 : 73 – 101 .
  • Pettitt , A.N. 1979 . A non-parametric approach to the change-point problem . Applied Statistics , 28 : 126 – 35 .
  • Pettitt , A.N. 1972 . Some results on estimating a change-point using non-parametric statistics , Loughborough University . Mathematics Research No 132
  • Sen , A. 1971 . Test for change in mean and a sequential ranking procedure , University of Toronto . Unpublished Thesis
  • Sen , A. and Srivastava , M.S. 1975 . On tests for detecting change in mean . Ann. Statist , 3 : 98 – 108 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.