A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables

Previous article Next article A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random VariablesB. S. DarkhovskhB. S. Darkhovskhhttps://doi.org/10.1137/1121019PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout Previous article Next article FiguresRelatedReferencesCited byDetails Template matching with ranksBernoulli, Vol. 29, No. 1 Cross Ref Rank-based change-point analysis for long-range dependent time seriesBernoulli, Vol. 28, No. 4 Cross Ref Change-point detection based on weighted two-sample U-statisticsElectronic Journal of Statistics, Vol. 16, No. 1 Cross Ref Optimal Thresholding of Predictors in Mineral Prospectivity Analysis11 November 2020 | Natural Resources Research, Vol. 30, No. 2 Cross Ref Convergence of U-processes in Hölder spaces with application to robust detection of a changed segment29 January 2020 | Statistical Papers, Vol. 61, No. 4 Cross Ref Rank-based multiple change-point detection3 April 2019 | Communications in Statistics - Theory and Methods, Vol. 49, No. 14 Cross Ref Subsampling for Big Data: Some Recent Advances9 March 2019 Cross Ref Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence9 November 2017 | Journal of Time Series Analysis, Vol. 39, No. 1 Cross Ref Change point estimation based on Wilcoxon tests in the presence of long-range dependenceElectronic Journal of Statistics, Vol. 11, No. 2 Cross Ref A Mann–Whitney scan statistic for continuous data13 January 2016 | Communications in Statistics - Theory and Methods, Vol. 45, No. 2 Cross Ref On L2 space approach to change point problemsJournal of Statistical Planning and Inference, Vol. 149 Cross Ref Nonparametric maximum likelihood approach to multiple change-point problemsThe Annals of Statistics, Vol. 42, No. 3 Cross Ref A computational method for the detection of activation/deactivation patterns in biological signals with three levels of electric intensityMathematical Biosciences, Vol. 248 Cross Ref Inference for single and multiple change-points in time series18 June 2013 | Journal of Time Series Analysis, Vol. 34, No. 4 Cross Ref Inference for single and multiple change-points in time series11 May 2013 | Journal of Time Series Analysis, Vol. 61 Cross Ref Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point methodMathematical Biosciences, Vol. 224, No. 2 Cross Ref Large Sample Change-Point Estimation when Distributions Are UnknownA. A. Borovkov26 August 2009 | Theory of Probability & Its Applications, Vol. 53, No. 3AbstractPDF (232 KB)A Nonparametric Bootstrap Test and Estimation for ChangeCommunications for Statistical Applications and Methods, Vol. 14, No. 2 Cross Ref Change-point Estimation based on Log ScoresCommunications for Statistical Applications and Methods, Vol. 9, No. 1 Cross Ref Off-Line Statistical Process Control Cross Ref Ch. 31. 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Brodskii28 July 2006 | Theory of Probability & Its Applications, Vol. 25, No. 3AbstractPDF (474 KB)Some results on estimating a change-point using non-parametric type statistics20 March 2007 | Journal of Statistical Computation and Simulation, Vol. 11, No. 3-4 Cross Ref Volume 21, Issue 1| 1976Theory of Probability & Its Applications History Submitted:10 July 1974Published online:17 July 2006 InformationCopyright © 1976 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1121019Article page range:pp. 178-183ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics