Pages that link to "Item:Q1772676"
From MaRDI portal
The following pages link to Change point problems in the model of logistic regression (Q1772676):
Displaying 17 items.
- A class of statistical models to weaken independence in two-way contingency tables (Q622554) (← links)
- A change-point problem in relative error-based regression (Q905109) (← links)
- Detecting change in a hazard regression model with right-censoring (Q1007406) (← links)
- Change point detection for nonparametric regression under strongly mixing process (Q2208376) (← links)
- Application of the bootstrap method for change points analysis in generalized linear models (Q2329867) (← links)
- Estimation in a change-point hazard regression model (Q2489835) (← links)
- Guaranteed testing for epidemic changes of a linear regression model (Q2498761) (← links)
- An Information-Based Approach to the Change-Point Problem of the Noncentral Skew<i>t</i>Distribution with Applications to Stock Market Data (Q2934408) (← links)
- Density-Based Empirical Likelihood Ratio Change Point Detection Policies (Q3072401) (← links)
- Average Most Powerful Tests for a Segmented Regression (Q3396332) (← links)
- An extension of a change-point problem (Q3396483) (← links)
- An Optimal Retrospective Change Point Detection Policy (Q3552972) (← links)
- Retrospective Change Point Detection: From Parametric to Distribution Free Policies (Q3577215) (← links)
- Martingale Type Statistics Applied to Change Points Detection (Q3634526) (← 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)
- Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives (Q5484673) (← links)