Pages that link to "Item:Q1937207"

The following pages link to Darling-Erdős limit results for change-point detection in panel data (Q1937207):

Displaying 16 items.

• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
• High dimensional efficiency with applications to change point tests (Q1642675) (← links)
• Cumulative sum estimator for change-point in panel data (Q1685211) (← links)
• A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
• Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
• Changepoint in dependent and non-stationary panels (Q2208373) (← links)
• Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests (Q2273023) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Testing structural changes in panel data with small fixed panel size and bootstrap (Q2516566) (← links)
• Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (Q2980079) (← links)
• ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
• Some asymptotic results for the integrated empirical process with applications to statistical tests (Q4976216) (← links)
• Isolating changed panels and estimating common change point after sequential detection with FDR control (Q5042197) (← links)
• An evaluation of some methods used for determination of homogenous structural break point in mean of panel data (Q5083664) (← links)
• Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
• Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (Q5495766) (← links)