Pages that link to "Item:Q638805"

The following pages link to Change-point in stochastic design regression and the bootstrap (Q638805):

Displaying 16 items.

• Asymptotics for \(p\)-value based threshold estimation in regression settings (Q372134) (← links)
• Bootstrapping a change-point Cox model for survival data (Q405360) (← links)
• Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
• Change-point in stochastic design regression and the bootstrap (Q638805) (← links)
• Factor-driven two-regime regression (Q820823) (← links)
• A continuous mapping theorem for the smallest argmax functional (Q1952192) (← links)
• Robust inference for threshold regression models (Q2000828) (← links)
• Confidence intervals for multiple isotonic regression and other monotone models (Q2054474) (← links)
• Asymptotic confidence sets for the jump curve in bivariate regression problems (Q2274946) (← links)
• On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
• A piecewise polynomial trend against long range dependence (Q2515861) (← links)
• Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models (Q2681753) (← links)
• THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
• Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
• The Lasso for High Dimensional Regression with a Possible Change Point (Q5743231) (← links)
• Bootstrap Adjustment to Minimum p-Value Method for Predictive Classification (Q6092961) (← links)