Pages that link to "Item:Q707047"

The following pages link to Testing for changes using permutations of U-statistics (Q707047):

Displaying 17 items.

• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
• Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
• Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
• Multiple change-point estimation with U-statistics (Q963893) (← links)
• Inference of change-point in single index models (Q1042765) (← links)
• Asymptotic behaviour of a test statistic for detection of change in mean of vectors (Q1044053) (← links)
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
• Change-point analysis using logarithmic quantile estimation (Q2322607) (← links)
• Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (Q2423187) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Multiscale change point detection via gradual bandwidth adjustment in moving sum processes (Q2683184) (← links)
• Multivariate Kendall's tau for change-point detection in copulas (Q2852553) (← links)
• Model-based control charts in phase 1 statistical process control (Q3429868) (← links)
• Random Walks with Drift – A Sequential Approach (Q5487369) (← links)
• Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (Q5495766) (← links)
• A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)