Pages that link to "Item:Q1330217"

The following pages link to Change-point estimators in case of small disorders (Q1330217):

Displaying 20 items.

• On the estimation of a changepoint in a tail index (Q852282) (← links)
• Multiple change-point estimation with U-statistics (Q963893) (← 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)
• On two estimates related to the change-point problem (Q2261911) (← links)
• Convergence in distribution of multiple change point estimators (Q2431565) (← links)
• ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
• Bootstrapping confidence intervals for the change-point of time series (Q3552859) (← 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)
• The CUSUM statistics of change-point models based on dependent sequences (Q5093036) (← 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)