Pages that link to "Item:Q5281427"

The following pages link to Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method (Q5281427):

Displaying 8 items.

• On nonparametric change point estimator based on empirical characteristic functions (Q525905) (← links)
• Estimation of a jump point in random design regression (Q900565) (← links)
• On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average (Q2323273) (← links)
• Large parametric change-point detection by a V-box control chart (Q2816639) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Vertically Weighted Averages in Hilbert Spaces and Applications to Imaging: Fixed-Sample Asymptotics and Efficient Sequential Two-Stage Estimation (Q3194548) (← links)
• Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction (Q4905914) (← links)
• A control chart for variance based on squared ranks (Q5107017) (← links)