Sequential change point detection in linear quantile regression models (Q2348323): Difference between revisions

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+Mi Zhou
@@ Property / author: Mi Zhou / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2015.01.031
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@@ Property / OpenAlex ID @@
+W2012085244
@@ Property / OpenAlex ID: W2012085244 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
+Normal rank
@@ Property / cites work @@
+Robust monitoring of CAPM portfolio betas
@@ Property / cites work: Robust monitoring of CAPM portfolio betas / rank @@
+Normal rank
@@ Property / cites work @@
+Monitoring Structural Change
@@ Property / cites work: Monitoring Structural Change / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter instability in quantile regression
@@ Property / cites work: Parameter instability in quantile regression / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for structural break in quantile regressions
+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 for linear regression
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@@ Property / cites work @@
+Skorohod embedding of multivariate RV's, and the sample DF
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@@ Property / cites work @@
+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Q3524359
@@ Property / cites work: Q3524359 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating structural changes in regression quantiles
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@@ Property / cites work @@
+Testing for structural change in regression quantiles
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@@ Property / cites work @@
+Statistical Methods Related to the Law of the Iterated Logarithm
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@@ Property / cites work @@
+Testing for parameter stability in quantile regression models
+Normal rank
@@ Property / cites work @@
+Monitoring Structural Changes in Generalized Linear Models
+Normal rank