Empirical likelihood test in a posteriori change-point nonlinear model (Q889149): Difference between revisions

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+Detection of structural changes in generalized linear models
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+Likelihood ratio tests for multiple structural changes
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Q4348180
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+A semiparametric changepoint model
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+Monitoring changes in linear models
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+Bootstrapping sequential change-point tests for linear regression
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+Sequential change-point detection when the pre- and post-change parameters are unknown
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+Testing for Threshold Effects in Regression Models
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+Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
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+Sequential change-point detection when unknown parameters are present in the pre-change distribution
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+Tests for a Change Point in the Shape Parameter of Gamma Random Variables
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+Q4408719
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+Weak convergence and empirical processes. With applications to statistics
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+Simultaneous change point analysis and variable selection in a regression problem
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+Tests for change-points with epidemic alternatives
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+An empirical likelihood inference for the coefficient difference of a two-sample linear model with missing response data
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+Two-sample empirical likelihood method for difference between coefficients in linear regression model
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+Empirical likelihood ratio test for the change-point problem
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+Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
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+Nonparametric and parametric methods for change-point detection in parametric models
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+Empirical likelihood test in a posteriori change-point nonlinear model

Latest revision as of 02:29, 12 April 2026

scientific article; zbMATH DE number 6505296

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English	Empirical likelihood test in a posteriori change-point nonlinear model	scientific article; zbMATH DE number 6505296