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Volumn 92, Issue 439, 1997, Pages 1177-1183

A martingale approach to the changepoint problem

Author keywords

Binary data; Bootstrap; Brownian motion; Conditional inference; Recursive residuals; Reliability

Indexed keywords


EID: 21744460132     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1997.10474075     Document Type: Article
Times cited : (7)

References (11)
  • 1
    • 0000473798 scopus 로고
    • 'Techniques for Testing the Constancy of Regression Relationships Over Time
    • (with discussion)
    • Brown, R. L., Durbin, J., and Evans, J.M. (1975), ''Techniques for Testing the Constancy of Regression Relationships Over Time" (with discussion), Journal of the Royal Statistical Society, Ser. B, 37, 149-192.
    • (1975) Journal of the Royal Statistical Society, Ser. B , vol.37 , pp. 149-192
    • Brown, R.L.1    Durbin, J.2    Evans, J.M.3
  • 2
    • 0001235246 scopus 로고
    • Nonparametric Change-Point Estimation
    • Carlstein, E.(1988), "Nonparametric Change-Point Estimation,"The Annals of Statistics, 16, 188-197.
    • (1988) The Annals of Statistics , vol.16 , pp. 188-197
    • Carlstein, E.1
  • 4
    • 77956887957 scopus 로고
    • Inference About the Change-Point in a Sequence of Random Variables
    • Hinkley, D.(1970), "Inference About the Change-Point in a Sequence of Random Variables,"Biometrika, 57, 1-17.
    • (1970) Biometrika , vol.57 , pp. 1-17
    • Hinkley, D.1
  • 5
    • 0007470180 scopus 로고
    • 'Two Conditional Limit Theorems With Applications
    • Holst, L.(1979), ''Two Conditional Limit Theorems With Applications,"The Annals of Statistics, 7, 551-557.
    • (1979) The Annals of Statistics , vol.7 , pp. 551-557
    • Holst, L.1
  • 7
    • 0001138326 scopus 로고
    • A Nonparametric Approach to the Change-Point Problem
    • Pettitt, A. N.(1979), "A Nonparametric Approach to the Change-Point Problem,"Applied Statistics, 28, 455-464.
    • (1979) Applied Statistics , vol.28 , pp. 455-464
    • Pettitt, A.N.1
  • 8
    • 0018896107 scopus 로고
    • 'A Simple Cumulative Sum-Type Statistic for the ChangePoint Problem With Zero-One Observations
    • Pettitt, A. N. (1980), ''A Simple Cumulative Sum-Type Statistic for the ChangePoint Problem With Zero-One Observations,"Biometrika, 67, 79-84.
    • (1980) Biometrika , vol.67 , pp. 79-84
    • Pettitt, A.N.1
  • 9
    • 0016768340 scopus 로고
    • 'A Bayesian Approach to Inference About a Change-Point in a Sequence of Random Variables
    • Smith, A. F. M.(1975), ''A Bayesian Approach to Inference About a Change-Point in a Sequence of Random Variables,"Biometrika, 62, 407-416.
    • (1975) Biometrika , vol.62 , pp. 407-416
    • Smith, A.F.M.1
  • 10
    • 0000352287 scopus 로고
    • The Smimov Two-Sample Tests as Rank Tests
    • Steck, G. P.(1969), "The Smimov Two-Sample Tests as Rank Tests,"Annals of Mathematical Statistics, 40, 1449-1466.
    • (1969) Annals of Mathematical Statistics , vol.40 , pp. 1449-1466
    • Steck, G.P.1
  • 11
    • 77957102290 scopus 로고
    • The Power of Likelihood Ratio and Cumulative Sum Tests For a Change in a Binomial Probability
    • Worsley, K. J.(1983), "The Power of Likelihood Ratio and Cumulative Sum Tests For a Change in a Binomial Probability,"Biometrika, 70,455-464.
    • (1983) Biometrika , vol.70 , pp. 455-464
    • Worsley, K.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.