Bootstrapping sequential change-point tests for linear regression (Q1936671): Difference between revisions

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-Marie Hušková
@@ Property / author: Marie Hušková / rank @@
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+Marie Hušková
@@ Property / author: Marie Hušková / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00184-011-0347-7
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+W2049273465
@@ Property / OpenAlex ID: W2049273465 / rank @@
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@@ Property / cites work @@
+Monitoring disruptions in financial markets
@@ Property / cites work: Monitoring disruptions in financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+Permutation tests in change point analysis
@@ Property / cites work: Permutation tests in change point analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Change‐point monitoring in linear models
@@ Property / cites work: Change‐point monitoring in linear models / rank @@
+Normal rank
@@ Property / cites work @@
+Applications of permutations to the simulations of critical values
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@@ Property / cites work @@
+Q4359973
@@ Property / cites work: Q4359973 / rank @@
+Normal rank
@@ Property / cites work @@
+Monitoring Structural Change
@@ Property / cites work: Monitoring Structural Change / rank @@
+Normal rank
@@ Property / cites work @@
+Permutation, parametric and bootstrap tests of hypotheses.
+Normal rank
@@ Property / cites work @@
+Monitoring changes in linear models
@@ Property / cites work: Monitoring changes in linear models / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping Sequential Change-Point Tests
@@ Property / cites work: Bootstrapping Sequential Change-Point Tests / rank @@
+Normal rank
@@ Property / cites work @@
+Q3524359
@@ Property / cites work: Q3524359 / rank @@
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@@ Property / cites work @@
+Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
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