Testing change-points with linear trend (Q4844142)

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scientific article; zbMATH DE number 787928
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Testing change-points with linear trend
scientific article; zbMATH DE number 787928

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    Testing change-points with linear trend (English)
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    20 August 1995
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    change-point problem
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    smooth change model
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    rank tests
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    nonparametric statistics
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    Bayes test
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    likelihood ratio
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    asymptotic distribution
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    Brownian bridge process
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    power comparison of tests
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    simulation
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