Pages that link to "Item:Q1178950"
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The following pages link to The asymptotic behavior of some nonparametric change-point estimators (Q1178950):
Displayed 41 items.
- Change-point detection for long-range dependent sequences in a general setting (Q425833) (← links)
- Change-point in stochastic design regression and the bootstrap (Q638805) (← links)
- Off-line testing for a changed segment in the sample variance (Q852272) (← links)
- Empirical likelihood ratio test for the change-point problem (Q876978) (← links)
- Testing and dating of structural changes in practice (Q956738) (← links)
- Estimating a changed segment in a sample (Q996767) (← links)
- Detection of change-points near the end points of long-range dependent sequences (Q1012397) (← links)
- Estimation of multiple-regime regressions with least absolutes deviation (Q1298916) (← links)
- On the rate of almost sure convergence of Dümbgen's change-point estimators (Q1324585) (← links)
- Change-point estimators in case of small disorders (Q1330217) (← links)
- On the power of nonparametric changepoint-tests (Q1337185) (← links)
- Two-stage change-point estimators in smooth regression models (Q1365167) (← links)
- Asymptotic estimation theory of multipoint linkage analysis under perfect marker information. (Q1434005) (← links)
- Limit theorems for kernel-type estimators for the time of change (Q1582358) (← links)
- Optimal tests for the general two-sample problem (Q1582627) (← links)
- Asymptotic behavior of posterior distribution of the change-point parameter (Q1611818) (← links)
- Minimax estimation of sharp change points (Q1807135) (← links)
- Estimation of a change in linear models (Q1914277) (← links)
- Nonparametric multiple change-point estimators (Q1916209) (← links)
- The rates of convergence of Bayes estimators in change-point analysis (Q1916213) (← links)
- Approximations for the time of change and the power function in change-point models (Q1918220) (← links)
- The change-point problem for dependent observations (Q1923424) (← links)
- Semiparametric tests for change-points with epidemic alternatives (Q2370458) (← links)
- Change-point detection for continuous processes with high-frequency sampling (Q2427235) (← links)
- Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences (Q2456021) (← links)
- Rates of convergence for the change-point estimator for long-range dependent sequences (Q2483883) (← links)
- Nonparametric change-point estimation for dependent sequences (Q2575109) (← links)
- Convergence rates for estimating a change-point with long-range dependent sequences (Q2577026) (← links)
- Maximum likelihood estimator in a multi-phase random regression model (Q3396474) (← links)
- A Nonparametric bootstrapped estimate of the change-point (Q3432373) (← links)
- Bootstrapping confidence intervals for the change-point of time series (Q3552859) (← links)
- Change‐Point Tests for the Error Distribution in Non‐parametric Regression (Q3552970) (← links)
- Automatic selective intervention in dynamic linear models (Q3591888) (← links)
- Change-point problem and bootstrap (Q3837406) (← links)
- Nonparametric boundary detection (Q4270007) (← links)
- Nonparametric estimation in a two change-point model (Q4372868) (← links)
- Nonparametric adaptive change point estimation and on line detection (Q4500804) (← links)
- TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES (Q4715810) (← links)
- Boundary estimation based on set-indexed empirical processes (Q4819563) (← links)
- Bayesian-type estimators of change points (Q5928931) (← links)
- Exponential and polynomial tailbounds for change-point estimators (Q5929945) (← links)