scientific article; zbMATH DE number 922032
From MaRDI portal
zbMATH Open0864.62008MaRDI QIDQ4892797FDOQ4892797
Authors: Marie Hušková 
Publication date: 26 June 1997
Title of this publication is not available (Why is that?)
Recommendations
maximum likelihood\(M\)-estimatorsrepresentation theoremschange point problemmoving sums of \(M\)-residuals
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05)
Cited In (17)
- Estimations and Tests in Change-Point Models
- \(M\)-estimation based detection of undocumented mean shifts without trend changes for the Box-Cox transformed daily precipitation data series
- Bayesian like R- and M- estimators of change points
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- On weak invariance principles for partial sums
- Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
- An empirical-characteristic-function-based change-point test for detection of multiple distributional changes
- A robust test for mean change in dependent observations
- Rank based estimators of the change-point
- Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence
- Special issue with papers from the ``3rd workshop on goodness-of-fit and change-point problems
- \(M\)-procedures for detection of a change under weak dependence
- Some remarks on applications of tests for detecting a change point to psychometric problems
- M-procedures for detection of changes for dependent observations
- Ratio detection for mean change in α mixing observations
- Estimation of multiple-regime regressions with least absolutes deviation
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 Q4892797)
