Nonparametric Change-Point Estimation

Change Point Estimation Using Nonparametric Regression

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Nonparametric Multiple Change Point Estimation in Highly Dependent Time Series

Given a heterogeneous time-series sample, it is required to find the points in time (called change points) where the probability distribution generating the data has changed. The data is assumed to have been generated by arbitrary, unknown, stationary ergodic distributions. No modelling, independence or mixing assumptions are made. A novel, computationally efficient, nonparametric method is pro...

On Nonparametric Sequential Point Estimation

A Nonparametric Change-Point Control Chart

I N STATISTICAL process control (SPC), one major concern is whether there has been a change of the distribution from the target in the process. To answer this question, we have to distinguish the variation due to real change of distribution (assignable causes) from that due to random error (chance causes). Many kinds of control charts serve this purpose. When there is no change and the process ...

Hazard Change Point Estimation

In survival analysis or reliability and maintenance studies, hazard-rate function plays an important role, since it describes the instantaneous failure probability given that the individual survived or the item has not failed up to that instance. Sudden changes in the hazard function may occur due to overhauls, treatment effects or maintenance activities. A problem of statistical interest is th...