Pages that link to "Item:Q1330217"
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The following pages link to Change-point estimators in case of small disorders (Q1330217):
Displayed 14 items.
- On the estimation of a changepoint in a tail index (Q852282) (← links)
- Rank based estimators of the change-point (Q1299386) (← links)
- Nonparametric detection of changepoints for sequentially observed data (Q1336982) (← links)
- Limit theorems for kernel-type estimators for the time of change (Q1582358) (← links)
- Nonparametric monitoring of financial time series by jump-preserving control charts (Q1849312) (← 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)
- The change-point problem for dependent observations (Q1923424) (← links)
- Estimators for the Time of Change in Linear Models (Q4344164) (← links)
- A continuous mapping theorem for the argmax‐functional in the non‐unique case (Q4469595) (← links)
- Weighted Least Squares Estimators for a Change-Point (Q5307770) (← links)
- Bayesian-type estimators of change points (Q5928931) (← links)
- Exponential and polynomial tailbounds for change-point estimators (Q5929945) (← links)
- \(U\)-statistics for change under alternatives (Q5943597) (← links)