Pages that link to "Item:Q2348323"
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The following pages link to Sequential change point detection in linear quantile regression models (Q2348323):
Displaying 10 items.
- Test by adaptive Lasso quantile method for real-time detection of a change-point (Q1669885) (← links)
- Test for conditional quantile change in GARCH models (Q2151594) (← links)
- Real-time detection of a change-point in a linear expectile model (Q2165847) (← links)
- Real time change-point detection in a nonlinear quantile model (Q2986849) (← links)
- Monitoring sequential structural changes in penalized high-dimensional linear models (Q5012705) (← links)
- Estimation in quantile regression models with jump discontinuities (Q5079133) (← links)
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
- A consistent nonparametric test for the structure change in quantile regression (Q6047353) (← links)
- Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression (Q6091721) (← links)
- Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124) (← links)