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Publication:3580538

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zbMath1193.62111MaRDI QIDQ3580538

Marie Hušková

Publication date: 13 August 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

structural changes \(M\)-test procedures bootstrap with and without replacement

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

Related Items (8)

Tests for structural break in quantile regressions ⋮ Confidence estimation via the parametric bootstrap in logistic joinpoint regression ⋮ \(M\)-procedures for detection of a change under weak dependence ⋮ On the detection of changes in autoregressive time series. II: Resampling procedures ⋮ Testing for changes in polynomial regression ⋮ Parameter instability in quantile regression ⋮ Changepoint Detection in the Presence of Outliers ⋮ A multi-scale approach for testing and detecting peaks in time series

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