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On tests for detecting change in mean when variance is unknown

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  1. Cheng, Tsung-Lin, 2009. "An efficient algorithm for estimating a change-point," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 559-565, March.
  2. Albert Vexler & Chengqing Wu, 2009. "An Optimal Retrospective Change Point Detection Policy," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(3), pages 542-558, September.
  3. Philip Preuss & Ruprecht Puchstein & Holger Dette, 2015. "Detection of Multiple Structural Breaks in Multivariate Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(510), pages 654-668, June.
  4. Thangjam, Aditya & Jaipuria, Sanjita & Dadabada, Pradeep Kumar, 2023. "Time-Varying approaches for Long-Term Electric Load Forecasting under economic shocks," Applied Energy, Elsevier, vol. 333(C).
  5. Bill Russell & Dooruj Rambaccussing, 2016. "Breaks and the Statistical Process of Inflation: The Case of the ‘Modern’ Phillips Curve," Dundee Discussion Papers in Economics 294, Economic Studies, University of Dundee.
  6. Watson, G. S., 1995. "Detecting a change in the intercept in multiple regression," Statistics & Probability Letters, Elsevier, vol. 23(1), pages 69-72, April.
  7. B. Boukai & H. Zhou, 1997. "Nonparametric estimation in a two change-point model," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 8(3), pages 275-292, September.
  8. Wei Ning, 2012. "Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(5), pages 947-961, September.
  9. Jon Vilasuso, 1996. "Changes in the duration of economic expansions and contractions in the United States," Applied Economics Letters, Taylor & Francis Journals, vol. 3(12), pages 803-806.
  10. S. G. Li & Y. Q. Zhang & Z. X. Yu & F. Liu, 2021. "Economical user-generated content (UGC) marketing for online stores based on a fine-grained joint model of the consumer purchase decision process," Electronic Commerce Research, Springer, vol. 21(4), pages 1083-1112, December.
  11. Joseph Ngatchou-Wandji & Echarif Elharfaoui & Michel Harel, 2022. "On change-points tests based on two-samples U-Statistics for weakly dependent observations," Statistical Papers, Springer, vol. 63(1), pages 287-316, February.
  12. Sandip Sinharay, 2017. "Some Remarks on Applications of Tests for Detecting A Change Point to Psychometric Problems," Psychometrika, Springer;The Psychometric Society, vol. 82(4), pages 1149-1161, December.
  13. Pedro André Cerqueira, 2014. "Business Cycle Synchronization and Volatility Shifts," GEMF Working Papers 2014-19, GEMF, Faculty of Economics, University of Coimbra.
  14. A R Brentnall & M J Crowder & D J Hand, 2010. "Likelihood-ratio changepoint features for consumer-behaviour models," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(3), pages 462-472, March.
  15. Narayanaswamy Balakrishnan & Laurent Bordes & Christian Paroissin & Jean-Christophe Turlot, 2016. "Single change-point detection methods for small lifetime samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(5), pages 531-551, July.
  16. Bian, Zilin & Zuo, Fan & Gao, Jingqin & Chen, Yanyan & Pavuluri Venkata, Sai Sarath Chandra & Duran Bernardes, Suzana & Ozbay, Kaan & Ban, Xuegang (Jeff) & Wang, Jingxing, 2021. "Time lag effects of COVID-19 policies on transportation systems: A comparative study of New York City and Seattle," Transportation Research Part A: Policy and Practice, Elsevier, vol. 145(C), pages 269-283.
  17. Fuqi Chen & Rogemar Mamon & Sévérien Nkurunziza, 2018. "Inference for a change-point problem under a generalised Ornstein–Uhlenbeck setting," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(4), pages 807-853, August.
  18. Xian F Mallory & Mohammadamin Edrisi & Nicholas Navin & Luay Nakhleh, 2020. "Assessing the performance of methods for copy number aberration detection from single-cell DNA sequencing data," PLOS Computational Biology, Public Library of Science, vol. 16(7), pages 1-24, July.
  19. Jouini, Jamel & Boutahar, Mohamed, 2005. "Evidence on structural changes in U.S. time series," Economic Modelling, Elsevier, vol. 22(3), pages 391-422, May.
  20. Bill Russell & Dooruj Rambaccussing, 2019. "Breaks and the statistical process of inflation: the case of estimating the ‘modern’ long-run Phillips curve," Empirical Economics, Springer, vol. 56(5), pages 1455-1475, May.
  21. Paul J. Plummer & Jie Chen, 2014. "A Bayesian approach for locating change points in a compound Poisson process with application to detecting DNA copy number variations," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(2), pages 423-438, February.
  22. Minya Xu & Ping-Shou Zhong & Wei Wang, 2016. "Detecting Variance Change-Points for Blocked Time Series and Dependent Panel Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 213-226, April.
  23. Baolong Ying & Qijing Yan & Zehua Chen & Jinchao Du, 2024. "A sequential feature selection approach to change point detection in mean-shift change point models," Statistical Papers, Springer, vol. 65(6), pages 3893-3915, August.
  24. Brennen T. Fagan & Marina I. Knight & Niall J. MacKay & A. Jamie Wood, 2020. "Change point analysis of historical battle deaths," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(3), pages 909-933, June.
  25. Venkata Jandhyala & Stergios Fotopoulos & Ian MacNeill & Pengyu Liu, 2013. "Inference for single and multiple change-points in time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(4), pages 423-446, July.
  26. Li, Boyan & Diao, Xundi, 2023. "Structural break in different stock index markets in China," The North American Journal of Economics and Finance, Elsevier, vol. 65(C).
  27. Xia Cai & Khamis Khalid Said & Wei Ning, 2016. "Change-point analysis with bathtub shape for the exponential distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(15), pages 2740-2750, November.
  28. Hirotsu, Chihiro & Srivastava, Muni S., 2000. "Simultaneous confidence intervals based on one-sided max t test," Statistics & Probability Letters, Elsevier, vol. 49(1), pages 25-37, August.
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