Detecting change points in the stress-strength reliability P(X < Y)
From MaRDI portal
Publication:6574597
Cites work
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 1924501 (Why is no real title available?)
- scientific article; zbMATH DE number 3028457 (Why is no real title available?)
- A Cluster Analysis Method for Grouping Means in the Analysis of Variance
- A nonparametric approach for multiple change point analysis of multivariate data
- A semiparametric changepoint model
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Bayesian estimation of system reliability in Brownian stress-strength models
- Bridging the gap: a likelihood function approach for the analysis of ranking data
- Circular binary segmentation for the analysis of array-based DNA copy number data
- Consistencies and rates of convergence of jump-penalized least squares estimators
- DISCO analysis: A nonparametric extension of analysis of variance
- Detection of multiple changes in a sequence of dependent variables
- Estimating and Testing Structural Changes in Multivariate Regressions
- Estimation of system reliability in Brownian stress-strength models based on sample paths
- Inference about the change-point in a sequence of random variables
- Inference for reliability and stress-strength for a scaled Burr type \(X\) distribution
- Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
- Nonparametric maximum likelihood approach to multiple change-point problems
- Optimal detection of changepoints with a linear computational cost
- Parametric embedding of nonparametric inference problems
- Recent advances on Bayesian inference for \(P(X < Y)\)
- Using penalized contrasts for the change-point problem
This page was built for publication: Detecting change points in the stress-strength reliability \(P(X < Y)\)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6574597)