Pages that link to "Item:Q5495766"

The following pages link to Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (Q5495766):

Displaying 8 items.

• Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
• Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests (Q2273023) (← links)
• Some asymptotic results for the integrated empirical process with applications to statistical tests (Q4976216) (← links)
• A control chart for variance based on squared ranks (Q5107017) (← links)
• Semiparametric method for detecting multiple change points model in financial time series (Q5160204) (← links)
• The Bahadur representation for empirical and smooth quantile estimators under association (Q6549583) (← links)