scientific article; zbMATH DE number 1485432
From MaRDI portal
Publication:4494545
zbMath0980.62013MaRDI QIDQ4494545
Publication date: 7 August 2000
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Point estimation (62F10) Bayesian inference (62F15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items (75)
\(\phi\)-divergence based procedure for parametric change-point problems ⋮ Epidemic Change Model for the Exponential Family ⋮ Empirical likelihood for change point detection in autoregressive models ⋮ Recent progress in parameter change test for integer-valued time series models ⋮ Testing mean changes by maximal ratio statistics ⋮ Covariates in multipath change-point problems: Modelling and consistency of the MLE ⋮ Unnamed Item ⋮ Variance change point detection for fractional Brownian motion based on the likelihood ratio test ⋮ A Bayesian inference to estimate change point for traffic intensity in \(M/M/1\) queueing model ⋮ Change point detection and estimation methods under gamma series of observations ⋮ Testing for a change point in a sequence of exponential random variables with repeated values ⋮ Confidence estimation via the parametric bootstrap in logistic joinpoint regression ⋮ Parameter change tests for ARMA-GARCH models ⋮ Applications of asymptotic inference in segmented line regression ⋮ Empirical likelihood ratio test for the change-point problem ⋮ Asymptotically distribution free test for parameter change in a diffusion process model ⋮ On general bootstrap of empirical estimator of a semi-Markov kernel with applications ⋮ Change-point detection in multinomial data using phi-divergence test statistics ⋮ Feature selection when there are many influential features ⋮ On the strong approximation of bootstrapped empirical copula processes with applications ⋮ On spline regression under Gaussian subordination with long memory ⋮ A quasi-Bayesian change point detection with exchangeable weights ⋮ Multipartition model for multiple change point identification ⋮ Multiscale change point detection via gradual bandwidth adjustment in moving sum processes ⋮ Uniform asymptotic normality of weighted sums of short-memory linear processes ⋮ Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ Recent results in ridge regression methods ⋮ Detecting non-simultaneous changes in means of vectors ⋮ Convergence in distribution of multiple change point estimators ⋮ Consistent multiple testing for change points ⋮ A Likelihood Integrated Method for Exploratory Graphical Analysis of Change Point Problem with Directional Data ⋮ Asymptotic properties of maximum likelihood estimators in models with multiple change points ⋮ A wavelet-based approach for detecting changes in second order structure within nonstationary time series ⋮ An Application of EM Algorithm to a Change-Point Problem ⋮ A Bayesian approach to inference about a change point model with application to DNA copy number experimental data ⋮ Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change ⋮ Schwarz information criterion based tests for a change-point in regression models ⋮ Detection of multiple change-points in multivariate data ⋮ A Bayesian analysis of the change-point problem for directional data ⋮ Serial rank statistics for detection of changes. ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ An ANOVA-type test for multiple change points ⋮ Asymptotics of trimmed CUSUM statistics ⋮ Quantifying the uncertainty in change points ⋮ Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations ⋮ Exact post-selection inference for the generalized Lasso path ⋮ Detection of multiple change-points in multivariate time series ⋮ Simultaneous change point analysis and variable selection in a regression problem ⋮ Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ A semiparametric maximum likelihood ratio test for the change point in copula models ⋮ Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of haemolytic uraemic syndrome ⋮ Multiple change-point detection of multivariate mean vectors with the Bayesian approach ⋮ On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data ⋮ Multiple change-point estimation with U-statistics ⋮ Test for Parameter Change in Linear Processes Based on Whittle's Estimator ⋮ A point process driven multiple change point model: a robust resistant approach ⋮ Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests ⋮ Test for parameter change based on the estimator minimizing density-based divergence meas\-ures ⋮ Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators ⋮ Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences ⋮ Multiple change-point detection: a selective overview ⋮ A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences ⋮ Change-point detection in multinomial data with a large number of categories ⋮ Detecting change-points in multidimensional stochastic processes ⋮ A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models ⋮ A new multiple testing method in the dependent case ⋮ Bayesian P-splines and advanced computing in R for a changepoint analysis on spatio-temporal point processes ⋮ A Bayesian wavelet approach to estimation of a change-point in a nonlinear multivariate time series ⋮ Parallelization of a Common Changepoint Detection Method ⋮ Statistical inference of covariance change points in gaussian model ⋮ Change-point problems: bibliography and review ⋮ Multiscale Change Point Inference ⋮ Asymptotic properties of semiparametric \(M\)-estimators with multiple change points ⋮ Comments on: ``Extensions of some classical methods in change point analysis
This page was built for publication:
