Detecting a shift in location
Data up to Jan 2025
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