A test for a change in a parameter occurring at an unknown point

By E. S. Page. 1955

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Citations in the corpus

Bayesian Online Changepoint Detection (2007, methodology): “Frequentist approaches to changepoint detection, from the pioneering work of Page [22, 23] and Lorden [19] to recent work using support vector machines [10], offer online changepoint detectors.”
ON CHANGE POINT DETECTION AND ESTIMATION (2001, background): “This problem was first examined in [3] and [4] .”
The Cusum Test for Parameter Change in Regression Models with ARCH Errors (2004, background): “Since Page (1955), the problem of testing for a parameter change has been an important issue in statistics.”
Berkeley Earth Temperature Averaging Process (2013, background): “The detection of empirical breakpoints is a well-developed field in statistics (Page 1955, Tsay 1991, Hinkley 1971, Davis 2006), though relatively little work has been done to develop the case where spatially correlated data are widely available.”
Phase I Distribution-Free Analysis of Univariate Data (2013, methodology): “The statistical properties of commonly employed Phase I control charts, such the Shewharttype (Shewhart (1939)) and the CUSUM-type (Page (1955)) control charts or the charts based on binary and multiple segmentation (Sullivan and Woodall (1996), Sullivan (2002)) are exact only if the normality assum”
A review of change point detection methods (2018, background): “The mean-shift model is one of the most studied model in the change point detection literature [35, 96, 101, 108, 123].”
Parameter change test for random coefficient integer‐valued autoregressive processes with application to polio data analysis (2009, background): “Since Page (1955), it has been very popular in economic time series because time-series models often undergo a significant change as a result of the changes in governmental policy and those incurred due to critical events.”
Inference for single and multiple change‐points in time series (2013, background): “The change-point problem was introduced by Page (1954, 1955) for the detection of change in the mean of independently and normally distributed time series.”
Selective review of offline change point detection methods (2020, background): “The first works on change point detection go back 11 to the 50s [1, 2]: the goal was to locate a shift in the mean of independent 12 and identically distributed (iid) Gaussian variables for industrial quality con13 trol purposes.”
The Cusum Test for Parameter Change in Time Series Models (2003, background): “Introduction Since the paper of Page (1955), the problem of testing for a parameter change has been an important issue among statisticians.”
An Adaptive Exponentially Weighted Moving Average Control Chart (2003, methodology): “Shewhart, cumulative sum (CUSUM), and exponentially weighted moving average (EWMA) control charts are three of the statistical tools used for this purpose (see Shewhart 1931; Page 1954, 1955; Roberts 1959; Rowlands and Whetherill 1991;Yashchin 1993).”
A SIMPLE BAYESIAN APPROACH TO MULTIPLE CHANGE-POINTS (2011, background): “There is an extensive literature on the case in which the θi can undergo at most one change, for which the frequentist approach dates back to the seminal works of Page (1955), Quandt (1958, 1960) and Hinkley (1970), while the Bayesian approach dates back to Shiryaev (1963).”
Structural breaks in time series (2013, background): “The analysis of structural breaks, or change-points, has its origins in quality control (Page, 1954, 1955) but has since become an integral part of a wide variety of fields with a significant statistical component, among them economics (Perron, 2006), finance (Andreou and Ghysels, 2009),…”