Pages that link to "Item:Q2455733"
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The following pages link to Block permutation principles for the change analysis of dependent data (Q2455733):
Displayed 14 items.
- Bootstrap confidence intervals for multiple change points based on moving sum procedures (Q92618) (← links)
- A toolbox of permutation tests for structural change (Q379927) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Evaluating stationarity via change-point alternatives with applications to fMRI data (Q1940029) (← links)
- A note on Studentized confidence intervals for the change-point (Q2430243) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Bootstrapping Sequential Change-Point Tests (Q3527720) (← links)
- Bootstrapping confidence intervals for the change-point of time series (Q3552859) (← links)
- SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (Q5071683) (← links)
- A Cheap Trick to Improve the Power of a Conservative Hypothesis Test (Q5868189) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971363) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971364) (← links)
- Permutation‐based tests for discontinuities in event studies (Q6088790) (← links)