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On problems in which a change in a parameter occurs at an unknown point
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This article is published in Biometrika.The article was published on 1957-06-01. It has received 259 citations till now. The article focuses on the topics: Point (geometry).read more
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Hypothesis testing when a nuisance parameter is present only under the alternative
TL;DR: In this article, the authors used a test derived from the corresponding family of test statistics appropriate for the case when 0 is given and applied to the two-phase regression problem in the normal case.
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The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
TL;DR: In this article, the authors proposed a maximum likelihood estimating procedure based on a direct examination of the likelihood function, and used a small sample test to test the hypothesis that no switch occurred against the single alternative that one switch took place.
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Dealing with Structural Breaks
TL;DR: In this paper, a review of methods related to estimation and inference about break dates for single equations with or without restrictions, with extensions to multi-equations systems where allowance is also made for changes in the variability of the shocks, tests for structural changes including tests for a single or multiple changes and tests valid with unit root or trending regressors, and tests for changes of the trend function of a series that can be integrated or trend-stationary.
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Inference about the change-point in a sequence of binomial variables
TL;DR: In this paper, the problem of making inference about the point in a sequence of zero-one variables at which the binomial parameter changes is discussed, and the asymptotic distribution of the maximum likelihood estimate of the change-point is derived in computable form using random walk results.