Pages that link to "Item:Q3532745"
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The following pages link to Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model (Q3532745):
Displaying 14 items.
- Empirical likelihood test for high-dimensional two-sample model (Q313106) (← links)
- Empirical likelihood for break detection in time series (Q391854) (← links)
- Two tests for sequential detection of a change-point in a nonlinear model (Q394776) (← links)
- Empirical likelihood test in a posteriori change-point nonlinear model (Q889149) (← links)
- A change-point problem in relative error-based regression (Q905109) (← links)
- Empirical likelihood for change point detection in autoregressive models (Q2131973) (← links)
- Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data (Q2323195) (← links)
- Testing structural changes in panel data with small fixed panel size and bootstrap (Q2516566) (← links)
- Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance (Q2807610) (← links)
- Adaptive LASSO model selection in a multiphase quantile regression (Q2953450) (← links)
- Empirical likelihood test for the application of swqmele in fitting an arma‐garch model (Q4997696) (← links)
- A control chart for variance based on squared ranks (Q5107017) (← links)
- Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change (Q5127009) (← links)
- An Empirical-Likelihood-Based Multivariate EWMA Control Scheme (Q5299086) (← links)
