Pages that link to "Item:Q1318338"
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The following pages link to An application of the maximum likelihood test to the change-point problem (Q1318338):
Displaying 41 items.
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems (Q462154) (← links)
- Bounding the maximum of dependent random variables (Q489171) (← links)
- Empirical likelihood ratio test for the change-point problem (Q876978) (← links)
- Monitoring parameter change in AR\((p)\) time series models (Q1002353) (← links)
- Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence (Q1272158) (← links)
- Detection and estimation of abrupt changes in the variability of a process (Q1606091) (← links)
- A more powerful test identifying the change in mean of functional data (Q1753977) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- Change point problems in the model of logistic regression (Q1772676) (← links)
- The likelihood ratio method for testing changes in the parameters of double exponential observations (Q1869130) (← links)
- Approximations for the time of change and the power function in change-point models (Q1918220) (← links)
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
- Empirical likelihood for change point detection in autoregressive models (Q2131973) (← links)
- On the asymptotic distribution of the scan statistic for empirical distributions (Q2158814) (← links)
- Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México (Q2175385) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Maximum log-likelihood ratio test for a change in three parameter Weibull distribution (Q2370462) (← links)
- On \(L^2\) space approach to change point problems (Q2448798) (← links)
- Multiscale change point detection via gradual bandwidth adjustment in moving sum processes (Q2683184) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Two non parametric methods for change-point detection in distribution (Q2979035) (← links)
- Density-Based Empirical Likelihood Ratio Change Point Detection Policies (Q3072401) (← links)
- Epidemic Change Model for the Exponential Family (Q3155386) (← links)
- Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator (Q3155688) (← links)
- Average Most Powerful Tests for a Segmented Regression (Q3396332) (← links)
- An extension of a change-point problem (Q3396483) (← links)
- Change‐point monitoring in linear models (Q3422390) (← links)
- Bayesian Estimation of Change Point in Inverse Weibull Sequence (Q3424239) (← links)
- An Optimal Retrospective Change Point Detection Policy (Q3552972) (← links)
- Retrospective Change Point Detection: From Parametric to Distribution Free Policies (Q3577215) (← links)
- ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE (Q4540598) (← links)
- The weighted sequential likelihood ratio (Q4715850) (← links)
- Sequential testing of process capability indices (Q4913945) (← links)
- Changepoint Estimation in a Segmented Linear Regression via Empirical Likelihood (Q5305494) (← links)
- Sequential Comparison of Two Treatments Using Weighted Wald-Type Statistics (Q5314594) (← links)
- Guaranteed maximum likelihood splitting tests of a linear regression model (Q5423155) (← links)
- Retrospective Parametric Tests for Homogeneity of Data (Q5438338) (← links)
- Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression (Q5484662) (← links)
- Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives (Q5484673) (← links)
- Elasticity as a measure for online determination of remission points in ongoing epidemics (Q6627932) (← links)
