Inference about the change-point in a sequence of binomial variables

By D. Hinkley, Elizabeth A. Hinkley. 1970

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Citations in the corpus

Detecting gradual changes in locally stationary processes (2013, background): “thin segments but are allowed to vary across them. Estimating the change point between the segments is a well studied problem which has been analyzed in a variety of settings; see for example Hinkley [14], Worsley [29] and 1 arXiv:1310.4678v1 [stat.ME] 17 Oct 2013 Carlstein [3] among many others. Th”
A SIMPLE BAYESIAN APPROACH TO MULTIPLE CHANGE-POINTS (2011, background): “(1998, 2003), and Qu and Perron (2007) consider regression models with multiple change-points, using dynamic programming to compute the least squares estimates of the piecewise constant regression parameters when it is assumed that there are k(≥ 2) change-points.”
Finite sample change point inference and identification for high‐dimensional mean vectors (2017, methodology): “Change point testing and estimation have a long history [45, 46, 41, 16, 31, 49, 10, 20, 33, 6, 23, 13, 37, 29, 27, 22, 24, 40, 3, 4, 7, 51, 30] and there are two major lines of change point tests in literature: sequential tests and fixed sample size tests [34].”
A review of change point detection methods (2018, background): “ty level , and then on how to solve the related optimization problem (6). 5.1. l 0 penalty The l 0 penalty (or linear penalty) is arguably the most popular choice of penalty [81]. First introduced in [68] and later in [134,135], it was then studied under more general assumptions [24–26]. Formally, t”
changepoint: An R Package for Changepoint Analysis (2014, background): “mean function Early work on changepoint problems focused on identifying changes in mean and includes the work of Page (1954) and Hinkley (1970) who created the likelihood ratio and cumulative sum (CUSUM) test statistics respectively.”
Multiple breaks detection in general causal time series using penalized quasi-likelihood (2012, result): “The first important result in this topic was obtained by Page [20] in 1955 and real advances have been done during the seventies, notably with the results of Hinkley (see for instance [12]) and the break detection became a distinct and important area of research in statistic (see the book of Bassevi”