The following pages link to Edit Gombay (Q180931):
Displaying 50 items.
- Retrospective change detection for binary time series models (Q393542) (← links)
- (Q653810) (redirect page) (← links)
- Sequential confidence intervals for time series (Q653811) (← links)
- A discussion on ``Detection of intrusions in information systems by sequential change-point methods'' by Tartakovsky, Rozovskii, Blažek, and Kim (Q713714) (← links)
- Monitoring parameter change in AR\((p)\) time series models (Q1002353) (← links)
- Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
- On goodness-of-fit and the bootstrap (Q1094038) (← links)
- A test of independence for the coordinates of bivariate censored data (Q1102661) (← links)
- Central limit theorems for \(L_ p\) distances of kernel estimators of densities under random censorship (Q1184207) (← links)
- The bootstrapped maximum likelihood estimator with an application (Q1186649) (← links)
- A goodness-of-fit test for exponential families (Q1200735) (← links)
- Rank based estimators of the change-point (Q1299386) (← links)
- An application of the maximum likelihood test to the change-point problem (Q1318338) (← links)
- Limit theorems for change in linear regression (Q1323141) (← links)
- Testing for change-points with rank and sign statistics (Q1332864) (← links)
- Sequential change-point detection with likelihood ratios (Q1579858) (← links)
- Rates of convergence for U-statistic processes and their bootstrapped versions (Q1598690) (← links)
- On the rate of approximations for maximum likelihood tests in change-point models (Q1907835) (← links)
- Approximations for the time of change and the power function in change-point models (Q1918220) (← links)
- Change detection in autoregressive time series (Q2476146) (← links)
- An adaptation of Page's CUSUM test for change detection (Q2568547) (← links)
- Flexible risk-adjusted surveillance procedures for autocorrelated binary series (Q2949767) (← links)
- <i>U</i>-Statistics in Sequential Tests and Change Detection (Q3155689) (← links)
- (Q3210717) (← links)
- Sequential Comparison of<i>d</i>Populations and Related Tables (Q3447058) (← links)
- Asymptotic distributions of maximum likelihood tests for change in the mean (Q3497033) (← links)
- Change detection in linear regression with time series errors (Q3561484) (← links)
- Correction to Sequential Comparison of<i>d</i>Populations and Related Tables (Q3625288) (← links)
- Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series (Q3645012) (← links)
- (Q4035961) (← links)
- (Q4246920) (← links)
- Sign tests for change under alternatives (Q4265726) (← links)
- (Q4328389) (← links)
- The likelihood ratio under noncontiguous alternatives (Q4378576) (← links)
- (Q4416868) (← links)
- Sequential Change-Point Detection and Estimation (Q4428256) (← links)
- (Q4431563) (← links)
- A Nonparametric Test for Change in Randomly Censored Data (Q4506097) (← links)
- Editor’s special invited paper: On the efficient score vector in sequential monitoring (Q4603854) (← links)
- (Q4663815) (← links)
- The weighted sequential likelihood ratio (Q4715850) (← links)
- (Q4853819) (← links)
- (Q4892799) (← links)
- Efficient Score Statistic in Drug and Vaccine Safety Surveillance (Q4982003) (← links)
- Binary Time Series Models in Change Point Detection Tests (Q5272950) (← links)
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (Q5314884) (← links)
- Retrospective change detection in categorical time series (Q5349210) (← links)
- A class of sequential tests for two‐sample composite hypotheses (Q5443818) (← links)
- Discussion on “Second-Guessing Clinical Trial Designs” by Jonathan J. Shuster and Myron N. Chang (Q5458021) (← links)
- Weighted Logrank Statistics in Sequential Tests (Q5458030) (← links)
