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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Monitoring disruptions in financial markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Permutation tests in change point analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change‐point monitoring in linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applications of permutations to the simulations of critical values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4359973 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring Structural Change / 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: Monitoring changes in linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping Sequential Change-Point Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3524359 / 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

Latest revision as of 04:04, 6 July 2024

scientific article
Language Label Description Also known as
English
Bootstrapping sequential change-point tests for linear regression
scientific article

    Statements

    Bootstrapping sequential change-point tests for linear regression (English)
    0 references
    0 references
    0 references
    0 references
    6 February 2013
    0 references
    bootstrap
    0 references
    sequential test
    0 references
    change-point analysis
    0 references
    linear regression
    0 references

    Identifiers

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