Pages that link to "Item:Q1807954"
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The following pages link to On the estimation of jump points in smooth curves (Q1807954):
Displaying 35 items.
- A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
- Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
- Change-point in stochastic design regression and the bootstrap (Q638805) (← links)
- Change point test for tail index for dependent data (Q649099) (← links)
- The screening and ranking algorithm to detect DNA copy number variations (Q714382) (← links)
- Change-point estimation from indirect observations. 1. Minimax complexity (Q731700) (← links)
- Likelihood estimation and inference in threshold regression (Q738152) (← links)
- Estimation of a jump point in random design regression (Q900565) (← links)
- A change-point problem in relative error-based regression (Q905109) (← links)
- Data-driven boundary estimation in deconvolution problems (Q959284) (← links)
- Algebraic change-point detection (Q964738) (← links)
- Detection of a change point based on local-likelihood (Q972895) (← links)
- On rapid change points under long memory (Q989259) (← links)
- Confidence sets for split points in decision trees (Q995416) (← links)
- Jump-preserving regression and smoothing using local linear fitting: a compromise (Q995794) (← links)
- Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces (Q1412370) (← links)
- Estimation of regression functions with a discontinuity in a derivative with local polynomial fits (Q1613008) (← links)
- Change point estimation by local linear smoothing (Q1867136) (← links)
- Kink estimation in stochastic regression with dependent errors and predictors (Q1952085) (← links)
- Change-point estimation under adaptive sampling (Q2388980) (← links)
- Local linear kernel estimation of the discontinuous regression function (Q2463665) (← links)
- Optimal change-point estimation from indirect observations (Q2493556) (← links)
- Asymptotic fluctuations of mutagrams (Q2494875) (← links)
- Kink estimation with correlated noise (Q2510642) (← links)
- State-domain change point detection for nonlinear time series regression (Q2697972) (← links)
- Data-Driven Discontinuity Detection in Derivatives of a Regression Function (Q3155298) (← links)
- Nonparametric estimation of a discontinuity in regression (Q4469558) (← links)
- Detecting Abrupt Changes by Wavelet Methods (Q4805739) (← links)
- Interval and band estimation for curves with jumps (Q4822452) (← links)
- Bootstrap test for change-points in nonparametric regression (Q4831094) (← links)
- Multiresolution anomaly detection method for fractional Gaussian noise (Q5128623) (← links)
- Change Point Estimation with Independent Observations and Piece-Wise Continuous Variance Function (Q5457993) (← links)
- Bootstrap bandwidth selection in time-varying coefficient models with jumps (Q5866145) (← links)
- Asymptotics for change-point models under varying degrees of mis-specification (Q5963519) (← links)
- When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)