Pages that link to "Item:Q1359763"
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The following pages link to Limit theorems for rank statistics (Q1359763):
Displayed 22 items.
- Testing for changes using permutations of U-statistics (Q707047) (← links)
- Estimating structural changes in regression quantiles (Q737902) (← links)
- Data driven rank test for the change point problem (Q745504) (← links)
- Tests for continuity of regression functions (Q866619) (← links)
- Inference of change-point in single index models (Q1042765) (← links)
- Asymptotic behaviour of a test statistic for detection of change in mean of vectors (Q1044053) (← links)
- Rank based estimators of the change-point (Q1299386) (← links)
- Serial rank statistics for detection of changes. (Q1424484) (← links)
- The likelihood ratio method for testing changes in the parameters of double exponential observations (Q1869130) (← links)
- Change point analysis for censored data (Q1888861) (← links)
- Template matching with ranks (Q2108471) (← links)
- Limit theorems for permutations of empirical processes with applications to change point analysis (Q2464853) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Expectation of rank statistics under setup of stochastic inequalities (Q2581883) (← links)
- Weak Invariance Principles for Regression Rank Statistics (Q3155683) (← links)
- (Q3166519) (← links)
- Change-Point Analysis Based on Empirical Characteristic Functions of Ranks (Q3423606) (← links)
- Data driven rank statistics in change point analysis (Q3646055) (← links)
- Applications of permutations to the simulations of critical values (Q4819560) (← links)
- Rank-based multiple change-point detection (Q5077431) (← links)
- Permutation tests in change point analysis (Q5952059) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971363) (← links)