scientific article; zbMATH DE number 5368562

MaRDI QIDQ3539600zbMATH OpenFDO

Authors Murray D. Burke

Publication date 19 November 2008

zbMATH Keywords

bootstrapdifference in means processGaussian process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Change-Point Detection With Non-Parametric Regression
• Change point detection for nonparametric regression under strongly mixing process
• A nonparametric procedure for changepoint detection in linear regression
• On a nonparametric change point detection model in Markovian regimes
• Nonparametric and parametric methods for change-point detection in parametric models
• Change-point tests for the error distribution in nonparametric regression
• Change-points in nonparametric regression analysis
• The asymptotic behavior of some nonparametric change-point estimators

Cited in

(5)

• Limit theorems for change in linear regression
• Approximations for a multivariate hybrid process with applications to change-point detection
• Test for change point detection in nonparametric regression model for time series
• Change-point tests for the error distribution in nonparametric regression
• Limit theorems in change-point problems with multivariate long-range dependent observations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3539600)