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On tests for detecting change in mean when variance is unknown

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  • Ashish Sen
  • S. Srivastava

Abstract

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Suggested Citation

  • Ashish Sen & S. Srivastava, 1975. "On tests for detecting change in mean when variance is unknown," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 27(1), pages 479-486, December.
  • Handle: RePEc:spr:aistmt:v:27:y:1975:i:1:p:479-486
    DOI: 10.1007/BF02504665
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    Citations

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    Cited by:

    1. 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.
    2. repec:spr:psycho:v:82:y:2017:i:4:d:10.1007_s11336-016-9531-z is not listed on IDEAS
    3. Cheng, Tsung-Lin, 2009. "An efficient algorithm for estimating a change-point," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 559-565, March.
    4. 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.
    5. Watson, G. S., 1995. "Detecting a change in the intercept in multiple regression," Statistics & Probability Letters, Elsevier, vol. 23(1), pages 69-72, April.
    6. Pedro André Cerqueira, 2014. "Business Cycle Synchronization and Volatility Shifts," GEMF Working Papers 2014-19, GEMF, Faculty of Economics, University of Coimbra.
    7. repec:pal:jorsoc:v:61:y:2010:i:3:d:10.1057_jors.2009.160 is not listed on IDEAS
    8. 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.
    9. Jouini, Jamel & Boutahar, Mohamed, 2005. "Evidence on structural changes in U.S. time series," Economic Modelling, Elsevier, vol. 22(3), pages 391-422, May.
    10. 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.
    11. 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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