Un test de détection de rupture de la moyenne dans un modèle gaussien

Dariush Ghorbanzadeh

Revue de Statistique Appliquée (1995)

  • Volume: 43, Issue: 2, page 67-76
  • ISSN: 0035-175X

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Ghorbanzadeh, Dariush. "Un test de détection de rupture de la moyenne dans un modèle gaussien." Revue de Statistique Appliquée 43.2 (1995): 67-76. <http://eudml.org/doc/106375>.

@article{Ghorbanzadeh1995,
author = {Ghorbanzadeh, Dariush},
journal = {Revue de Statistique Appliquée},
language = {fre},
number = {2},
pages = {67-76},
publisher = {Société de Statistique de France},
title = {Un test de détection de rupture de la moyenne dans un modèle gaussien},
url = {http://eudml.org/doc/106375},
volume = {43},
year = {1995},
}

TY - JOUR
AU - Ghorbanzadeh, Dariush
TI - Un test de détection de rupture de la moyenne dans un modèle gaussien
JO - Revue de Statistique Appliquée
PY - 1995
PB - Société de Statistique de France
VL - 43
IS - 2
SP - 67
EP - 76
LA - fre
UR - http://eudml.org/doc/106375
ER -

References

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  3. [3] Chernoff, H. and Zacks, S. (1964). Estimating the current mean of a normal distribution which is subjected to change in time. Ann.Math.Statist.35 p. 999-1018. Zbl0218.62033MR179874
  4. [4] Cobb, G.W. (1978). The problem of the Nile : Conditional solution to a change point problem. Biometrika. 65(2) p. 243-251. Zbl0394.62074MR513930
  5. [5] Csörgö, M. and Horvàth. (1988). Noparametric Methods for changepoint problems. Handbook of statistic. Vol. 7 p. 403-425. 
  6. [6] Darkhovskh, B.S. (1976). A non-parametric method for the a posteriori detection of the «disorder» time of a sequence of independent random variables. Theory Probab. Appel21 p. 178-183. Zbl0397.62024
  7. [7] Deshayes, J. AND Picard, D. (1986). Off line statistical analysis of change-point models using non parametric and likelihood methods. Lecture Notes in Control and Information Sciences. N°77Springer-Verlag, Berlin. p. 103-168. 
  8. [8] Ferger, D. and Stute, W. (1992). Convergence of changepoint estimators. Stochastic Processes and their Applications. North-Holland. 42 p. 345-351. Zbl0752.62032MR1176507
  9. [9] Gardner, L.A. Jr (1969). On detecting changes in the mean of normal variates. Ann.Math.Statist.40 p. 116-126. Zbl0184.22202MR243666
  10. [10] Ghorbanzadeh, D. (1993). An Application of Likelihood Ratio Test to the Change point problem. Soumis à Applied Stochastic Model and Data Analysis. 
  11. [11] Ghorbanzadeh, D. (1992). Détection de Rupture dans les modèles Statistiques. Thèses de doctorat de l'Université PARIS VII. 
  12. [12] Ghorbanzadeh, D. et Picard, D. (1992). Etude Asymptotique et Pratique du comportement de deux tests de détection de rupture. Statistique et Analyse des Données. Vol. 16 p. 63-84. MR1209840
  13. [13] Hawkins, D.M. (1977). Testing a sequence of observations for a shift in location. J.Amer.Statist.Assoc.72 p. 180-186. Zbl0346.62027MR451496
  14. [14] Saporta, G. (1990). Probabilités, Analyse des Données et Statistique. Technip, Paris. Zbl0703.62003
  15. [15] Sen, A. and Srivastava, M.S. (1975). On tests for detecting change in mean. Ann.Statist.3 p. 90-108. Zbl0305.62014MR362649
  16. [16] Worsley, K.J. (1983). The power of likelihood ratios and cumulative sum tests for a change in binomial probability. Biometrika. 70 p. 91-104. Zbl0529.62025MR712033
  17. [17] Worsley, K.J. (1986). Confidence regions and tests for a change-point in a sequence of exponential family random variables. Biometrika. 73 p. 455-464. Zbl0589.62016MR836437

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