Pages that link to "Item:Q1847129"
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The following pages link to Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion (Q1847129):
Displaying 26 items.
- Recent results in ridge regression methods (Q904901) (← links)
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505) (← links)
- Nonparametric tests for the changepoint problem (Q1094781) (← links)
- Some test statistics based on the martingale term of the empirical distribution function (Q1112506) (← links)
- Tests for parameter changes at unknown times in linear regression models (Q1174646) (← links)
- Distributions of Bayes-type change-point statistics under polynomial regression (Q1329693) (← links)
- A property of partial sums of regression least squares residuals and its applications (Q1329696) (← links)
- Optimal change point detection in Gaussian processes (Q1681057) (← links)
- Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times (Q1822870) (← links)
- Fréchet change-point detection (Q1996771) (← links)
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
- A comparison of single and multiple changepoint techniques for time series data (Q2129576) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- A modification of watson's statistic for goodness-of-fit (Q3473187) (← links)
- Asymptotic distributions of quadratic forms occurring in changepoint problems (Q3477805) (← links)
- Saddlepoint Approximations to the Limiting Distribution of the Modified Anderson–Darling Test Statistic (Q3652758) (← links)
- The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables (Q3729810) (← links)
- Modified cramer-von mises goodness-of-fit tests for spectral distribution functions (Q4085100) (← links)
- Some nonparametric methods for changepoint problems (Q4272586) (← links)
- Percentage points for directional anderson-darling goodness-of-fit tests (Q4490173) (← links)
- On sums of independent gamma eandom yariames (Q4735920) (← links)
- INVARIANCE PRINCIPLES FOR CHANGE-POINT PROBLEMS UNDER DEPENDENT RANDOM VARIABLES (Q5036029) (← links)
- Adaptive Change Point Monitoring for High-Dimensional Data (Q5089460) (← links)
- Mean shift testing in correlated data (Q5495695) (← links)
- On optimal segmentation and parameter tuning for multiple change-point detection and inference (Q5879909) (← links)