Pages that link to "Item:Q4344164"
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The following pages link to Estimators for the Time of Change in Linear Models (Q4344164):
Displaying 13 items.
- Estimating nonlinear regression with and without change-points by the LAD method (Q652600) (← links)
- Detecting change in a hazard regression model with right-censoring (Q1007406) (← links)
- Estimation of multiple-regime regressions with least absolutes deviation (Q1298916) (← links)
- Rank based estimators of the change-point (Q1299386) (← links)
- Limit theorems for kernel-type estimators for the time of change (Q1582358) (← links)
- The likelihood ratio method for testing changes in the parameters of double exponential observations (Q1869130) (← links)
- Estimating change points in nonparametric time series regression models (Q2208375) (← links)
- Estimation in a change-point hazard regression model (Q2489835) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Estimating a change point in the long memory parameter (Q4979111) (← links)
- Applications of asymptotic inference in segmented line regression (Q5079159) (← links)
- Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models (Q5079948) (← links)
- Bayesian Estimation of the Number of Change Points in Simple Linear Regression Models (Q5484661) (← links)