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Detecting a shift in location

Data up to Jan 2025

Published1983
Citations20
References35

Total Citations Per Year

Abstract

References (35)

An analysis of variance test for normality (complete samples)

1965 • 16,216 citations

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

1960 • 6,273 citations

The variation of certain speculative prices

1997 • 4,766 citations

Techniques for Testing the Constancy of Regression Relationships Over Time

1975 • 4,552 citations

The Variation of Certain Speculative Prices

1963 • 4,461 citations

A Non-Parametric Approach to the Change-Point Problem

1979 • 3,589 citations

Tests of the Hypothesis That a Linear Regression System Obeys Two Separate Regimes

1960 • 1,112 citations

A Method for Simulating Stable Random Variables

1976 • 1,060 citations

A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices

1974 • 921 citations

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

1970 • 780 citations

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

1955 • 620 citations

Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

1964 • 519 citations

A Possible Explanation of the Small Firm Effect

1981 • 422 citations

On Tests for Detecting Change in Mean

1975 • 347 citations

Testing a Sequence of Observations for a Shift in Location

1977 • 314 citations

Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes

1960 • 258 citations

On Detecting Changes in the Mean of Normal Variates

1969 • 227 citations

An improved Bonferroni inequality and applications

1982 • 216 citations

A Method for Simulating Stable Random Variables

1976 • 208 citations

Stocks, Bonds, Bills, and Inflation: Year-by-Year Historical Returns (1926-1974)

1976 • 205 citations

On the Likelihood Ratio Test for a Shift in Location of Normal Populations

1979 • 181 citations

Some comparisons of tests for a shift in the slopes of a multivariate linear time series model

1975 • 170 citations

The Econometrics of Structural Change.

1977 • 160 citations

Computer methods for sampling from the exponential and normal distributions

1972 • 152 citations

Detecting Shifts of Parameter in Gamma Sequences with Applications to Stock Price and Air Traffic Flow Analysis

1979 • 125 citations

Nonparametric Tests for Shift at an Unknown Time Point

1968 • 93 citations

A Possible Explanation of the Small Firm Effect

1981 • 92 citations

On the Likelihood Ratio Test for a Shift in Location of Normal Populations

1979 • 75 citations

Time-ordered classification

1972 • 72 citations

Some One-Sided Tests for Change in Level

1975 • 70 citations

Testing a Sequence of Observations for a Shift in Location

1977 • 63 citations

Statistical Tests of Some Widely Used and Recently Proposed Uniform Random Number Generators

1973 • 37 citations

The Identical Distribution Hypothesis for Stock Market Prices—Location- and Scale-Shift Alternatives

1982 • 34 citations

Some One-Sided Tests for Change in Level

1975 • 22 citations

The Identical Distribution Hypothesis for Stock Market Prices--Location- and Scale-Shift Alternatives

1982 • 15 citations

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