Bootstrapping Sequential Change-Point Tests (Q3527720): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/07474940802241082 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2108416674 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Permutation tests in change point analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximations to permutation and exchangeable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Permutation, parametric and bootstrap tests of hypotheses. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring changes in linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Block permutation principles for the change analysis of dependent data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Resampling in the frequency domain of time series to determine critical values for change-point tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4727203 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$ / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 17:52, 28 June 2024

scientific article
Language Label Description Also known as
English
Bootstrapping Sequential Change-Point Tests
scientific article

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references