Pages that link to "Item:Q5952059"
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The following pages link to Permutation tests in change point analysis (Q5952059):
Displayed 30 items.
- Bootstrap confidence intervals for multiple change points based on moving sum procedures (Q92618) (← links)
- Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
- A toolbox of permutation tests for structural change (Q379927) (← links)
- Testing for changes using permutations of U-statistics (Q707047) (← links)
- Tests for continuity of regression functions (Q866619) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
- Nonparametric inference in a simple change-point model (Q944067) (← links)
- Asymptotic behaviour of a test statistic for detection of change in mean of vectors (Q1044053) (← links)
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- Bootstrapping sequential change-point tests for linear regression (Q1936671) (← links)
- Testing for multiple change points (Q2259214) (← links)
- Nonparametric threshold model of~zero-inflated spatio-temporal data with~application to shifts in jellyfish distribution (Q2260997) (← 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)
- Block permutation principles for the change analysis of dependent data (Q2455733) (← links)
- On the detection of changes in autoregressive time series. II: Resampling procedures (Q2480024) (← links)
- Change point analysis based on empirical characteristic functions (Q2499565) (← links)
- Permutation principles for the change analysis of stochastic processes under strong invariance (Q2571219) (← links)
- A Statistical Test of Change-Point in Mean that Almost Surely Has Zero Error Probabilities (Q2803540) (← links)
- Multivariate Kendall's tau for change-point detection in copulas (Q2852553) (← links)
- (Q3085446) (← links)
- Weak Invariance Principles for Regression Rank Statistics (Q3155683) (← links)
- (Q3166519) (← links)
- Bootstrapping Sequential Change-Point Tests (Q3527720) (← links)
- Bootstrapping confidence intervals for the change-point of time series (Q3552859) (← links)
- Applications of permutations to the simulations of critical values (Q4819560) (← links)
- Temporal dynamics of inter-limb coordination in ice climbing revealed through change-point analysis of the geodesic mean of circular data (Q5129115) (← links)
- An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls (Q5881967) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971363) (← links)