The following pages link to Tests for a change-point (Q3769768):
Displaying 50 items.
- The limit theorem for maximum of partial sums of exchangeable random variables (Q334084) (← links)
- Subsampling methods for genomic inference (Q542926) (← links)
- The screening and ranking algorithm to detect DNA copy number variations (Q714382) (← links)
- The asymptotic power function of GLR tests for local change of parameter (Q758034) (← links)
- Testing for change in mean of independent multivariate observations with time varying covariance (Q764447) (← links)
- Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions (Q861410) (← links)
- Variable selection bias in regression trees with constant fits (Q956860) (← links)
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
- An efficient algorithm for estimating a change-point (Q1007338) (← links)
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505) (← links)
- Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression (Q1198994) (← links)
- Bayesian detection of structural changes (Q1207615) (← links)
- A note on the asymptotic distribution of a statistic for testing stability of a correlation coefficient (Q1262640) (← links)
- An application of the maximum likelihood test to the change-point problem (Q1318338) (← links)
- Limit theorems for change in linear regression (Q1323141) (← links)
- Distributions of Bayes-type change-point statistics under polynomial regression (Q1329693) (← links)
- Bayesian criteria for discriminating among regression models with one possible change point (Q1361686) (← links)
- Approximating the distribution of the maximum partial sum of normal deviates (Q1578215) (← links)
- Diagnostic check for heavy tail in linear time series (Q1731253) (← links)
- Information criterion for Gaussian change-point model (Q1779681) (← links)
- Optimal changepoint tests for normal linear regression (Q1906286) (← links)
- Fréchet change-point detection (Q1996771) (← links)
- Testing constancy in varying coefficient models (Q2024439) (← links)
- Change point detection and estimation methods under gamma series of observations (Q2151686) (← links)
- Univariate mean change point detection: penalization, CUSUM and optimality (Q2180083) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Application of the bootstrap method for change points analysis in generalized linear models (Q2329867) (← links)
- Graph-based change-point detection (Q2338923) (← links)
- Change-point diagnostics in competing risks models: two posterior predictive \(p\)-value ap\-proaches (Q2384664) (← links)
- Testing for change points in time series models and limiting theorems for NED sequences (Q2642747) (← links)
- A changepoint statistic with uniform type I error probabilities (Q2816642) (← links)
- Bayesian Time Series Analysis of Structural Changes in Level and Trend (Q2864675) (← links)
- Analysis of symbolic sequences using the Jensen-Shannon divergence (Q2903414) (← links)
- Two non parametric methods for change-point detection in distribution (Q2979035) (← links)
- Density-Based Empirical Likelihood Ratio Change Point Detection Policies (Q3072401) (← links)
- Non-parametric testing for the number of change points in a sequence of independent random variables (Q3135456) (← links)
- Average Most Powerful Tests for a Segmented Regression (Q3396332) (← links)
- Estimating changes in a multi-parameter exponential family (Q3473078) (← links)
- An Optimal Retrospective Change Point Detection Policy (Q3552972) (← links)
- Testing for order among <i>K</i> populations: theory and examples (Q3561486) (← links)
- Retrospective Change Point Detection: From Parametric to Distribution Free Policies (Q3577215) (← links)
- A power study of<i>k</i>-linear-<i>r</i>-ahead recursive residuals test for change-point in finite sequences (Q3615037) (← links)
- Adaptive sampling for detecting a change point in the past (Q4013274) (← links)
- CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS (Q4562551) (← links)
- Statistical Surveillance. Optimality and Methods (Q4832059) (← links)
- Detecting parameter shift in garch models (Q4853099) (← links)
- A Note on Signed Rank Tests for the Changepoint Problem (Q4878159) (← links)
- On Testing Changes in Autoregressive Parameters of a VAR Model (Q4929183) (← links)
- Distributed estimation and its fast algorithm for change-point in location models* (Q5046816) (← links)
- Beta approximation and its applications (Q5107773) (← links)
