On the isotonic change-point problem
From MaRDI portal
Publication:2863059
Recommendations
- Isotonic regression: Another look at the changepoint problem
- A hybrid test for the isotonic change-point problem
- On the change–point problem
- scientific article; zbMATH DE number 3969953
- Changepoint Analysis as a Method for Isotonic Inference
- An extension of a change-point problem
- Bayesian isotonic changepoint analysis
Cites work
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- A functional central limit theorem for weakly dependent sequences of random variables
- Asymptotic spectral theory for nonlinear time series
- Asymptotics of spectral density estimates
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
- Consistent detection of a monotonic trend superposed on a stationary time series
- Developing a new BIC for detecting change-points
- Gaussian and non-Gaussian linear time series and random fields
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Isotonic regression: Another look at the changepoint problem
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Nonparametric Tests for Trend: Jonckheere's Test, a Modification and a Maximum Test
- On Strong Mixing Conditions for Stationary Gaussian Processes
- Testing Statistical Hypotheses
- Testing uniformity versus a monotone density
- Time series: theory and methods.
Cited in
(3)
This page was built for publication: On the isotonic change-point problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2863059)
