Pages that link to "Item:Q1583892"

The following pages link to Detecting a change in regression: First-order optimality (Q1583892):

Displaying 16 items.

• Change point problems in the model of logistic regression (Q1772676) (← links)
• Optimal sequential kernel detection for dependent processes (Q1779801) (← links)
• Jump estimation in inverse regression (Q1952028) (← links)
• Sequential change-point detection when unknown parameters are present in the pre-change distribution (Q2493547) (← links)
• Guaranteed testing for epidemic changes of a linear regression model (Q2498761) (← links)
• Optimal Surveillance Based on Exponentially Weighted Moving Averages (Q3423604) (← links)
• Is Average Run Length to False Alarm Always an Informative Criterion? (Q3543501) (← links)
• Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple (Q3543508) (← links)
• A power study of<i>k</i>-linear-<i>r</i>-ahead recursive residuals test for change-point in finite sequences (Q3615037) (← links)
• Martingale Type Statistics Applied to Change Points Detection (Q3634526) (← links)
• Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data (Q4627114) (← links)
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 (Q4828900) (← links)
• Statistical Surveillance. Optimality and Methods (Q4832059) (← links)
• Guaranteed maximum likelihood splitting tests of a linear regression model (Q5423155) (← links)
• Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression (Q5484662) (← links)
• Random Walks with Drift – A Sequential Approach (Q5487369) (← links)