Pages that link to "Item:Q4772030"
From MaRDI portal
The following pages link to A Cluster Analysis Method for Grouping Means in the Analysis of Variance (Q4772030):
Displaying 50 items.
- Delete or merge regressors for linear model selection (Q78545) (← links)
- On optimal multiple changepoint algorithms for large data (Q106347) (← links)
- Labeled Optimal Partitioning (Q136548) (← links)
- High-dimensional changepoint detection via a geometrically inspired mapping (Q139173) (← links)
- Exact Spike Train Inference Via $\ell_0$ Optimization (Q152825) (← links)
- FDR-control in multiscale change-point segmentation (Q153065) (← links)
- A sequential multiple change-point detection procedure via VIF regression (Q155754) (← links)
- Classification of scale-sensitive telematic observables for riskindividual pricing (Q303720) (← links)
- Global testing method for clustering means in ANOVA (Q397228) (← links)
- Some comments on Latin squares and on Graeco-Latin squares, illustrated with postage stamps and old playing cards (Q451356) (← links)
- Comparing segmentation methods for genome annotation based on RNA-seq data (Q486163) (← links)
- An optimal Bayesian threshold method for onset detection in electric biosignals (Q669177) (← links)
- Graphical data analysis in comparative experimental studies (Q1088344) (← links)
- Clusteranalyse - Überblick und neuere Entwicklungen (Q1144342) (← links)
- Change-point estimation in the multivariate model taking into account the dependence: application to the vegetative development of oilseed rape (Q1618099) (← links)
- A heuristic, iterative algorithm for change-point detection in abrupt change models (Q1643024) (← links)
- A pruned recursive solution to the multiple change point problem (Q1643025) (← links)
- Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting (Q1656864) (← links)
- Super-exponential growth expectations and the global financial crisis (Q1657545) (← links)
- Sufficient dimension reduction using Hilbert-Schmidt independence criterion (Q1658374) (← links)
- An exact approach to Bayesian sequential change point detection (Q1659360) (← links)
- Multiple change-point detection: a selective overview (Q1790375) (← links)
- A wavelet-based approach for detecting changes in second order structure within nonstationary time series (Q1951153) (← links)
- Bayesian multiple change-points detection in a normal model with heterogeneous variances (Q2032230) (← links)
- Mining events with declassified diplomatic documents (Q2078743) (← links)
- A comparison of single and multiple changepoint techniques for time series data (Q2129576) (← links)
- Change point analysis on the Corinth Gulf (Greece) seismicity (Q2137632) (← links)
- Evaluating financial system stability using heatmap from aggregate financial stability index with change point analysis approach (Q2166090) (← links)
- Univariate mean change point detection: penalization, CUSUM and optimality (Q2180083) (← links)
- Multiscale change-point segmentation: beyond step functions (Q2326059) (← links)
- A computationally efficient nonparametric approach for changepoint detection (Q2361475) (← links)
- Non-parametric change-point estimation using string matching algorithms (Q2513665) (← links)
- Detection of multiple undocumented change-points using adaptive Lasso (Q3179235) (← links)
- Detecting Changes in Slope With an <i><i>L</i><sub>0</sub></i> Penalty (Q3391229) (← links)
- Parallelization of a Common Changepoint Detection Method (Q3391463) (← links)
- Simultaneous Factor Selection and Collapsing Levels in ANOVA (Q3623754) (← links)
- Optimal Detection of Changepoints With a Linear Computational Cost (Q4904735) (← links)
- Change-Point Detection for Variance Piecewise Constant Models (Q4906425) (← links)
- Detection of a change-point in variance by a weighted sum of powers of variances test (Q5036596) (← links)
- Linear Time Dynamic Programming for Computing Breakpoints in the Regularization Path of Models Selected From a Finite Set (Q5084430) (← links)
- Quasi-hidden Markov model and its applications in change-point problems (Q5222477) (← links)
- On optimal segmentation and parameter tuning for multiple change-point detection and inference (Q5879909) (← links)
- Statistical methods for DNA sequence segmentation (Q5926347) (← links)
- Detecting Multiple Change Points: The PULSE Criterion (Q6039883) (← links)
- ClaSP: parameter-free time series segmentation (Q6040514) (← links)
- Multiple change points detection in high-dimensional multivariate regression (Q6052523) (← links)
- On regime changes of COVID-19 outbreak (Q6078134) (← links)
- Exact change point detection with improved power in small‐sample binomial sequences (Q6091720) (← links)
- Micro–Macro Changepoint Inference for Periodic Data Sequences (Q6094097) (← links)
- Inference of Breakpoints in High-dimensional Time Series (Q6110713) (← links)