Pages that link to "Item:Q3717979"

The following pages link to Confidence regions and tests for a change-point in a sequence of exponential family random variables (Q3717979):

Displaying 50 items.

• \(\phi\)-divergence based procedure for parametric change-point problems (Q267862) (← links)
• Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
• Detecting abrupt changes in the spectra of high-energy astrophysical sources (Q312981) (← links)
• Fast calculation of boundary crossing probabilities for Poisson processes (Q511580) (← links)
• Change-point mle in the rate of exponential sequences with application to Indonesian seismological data (Q710771) (← links)
• Off-line testing for a changed segment in the sample variance (Q852272) (← links)
• Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions (Q861410) (← links)
• Empirical likelihood ratio test for the change-point problem (Q876978) (← links)
• Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of haemolytic uraemic syndrome (Q961786) (← links)
• A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
• An efficient algorithm for estimating a change-point (Q1007338) (← links)
• Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505) (← links)
• The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process (Q1020716) (← links)
• The likelihood ratio test for the change point problem for exponentially distributed random variables (Q1119304) (← links)
• Bayesian analysis of a change-point in exponential families with applications. (Q1129250) (← links)
• Use of fuzzy statistical technique in change periods detection of nonlinear time series (Q1294296) (← links)
• An application of the maximum likelihood test to the change-point problem (Q1318338) (← links)
• On the rate of almost sure convergence of Dümbgen's change-point estimators (Q1324585) (← links)
• Piecewise exponential survival curves with smooth transitions (Q1325046) (← links)
• Maximum likelihood estimation in the multi-path change-point problem (Q1335355) (← links)
• Graphically based interval estimation for the change-point (Q1361558) (← links)
• Asymptotic behavior of confidence regions in the change-point problem (Q1361757) (← links)
• A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point. (Q1583196) (← links)
• Detection and estimation of abrupt changes in the variability of a process (Q1606091) (← links)
• Fitting multiple change-point models to data (Q1606472) (← links)
• A unifying approach to the shape and change-point hypotheses in the discrete univariate exponential family (Q1659355) (← links)
• Confidence distributions for change-points and regime shifts (Q1698991) (← links)
• Exact post-selection inference for the generalized Lasso path (Q1746554) (← links)
• Multiple change-point detection: a selective overview (Q1790375) (← links)
• Detection of random change point in one-parameter exponential families (Q1918307) (← links)
• Empirical likelihood for change point detection in autoregressive models (Q2131973) (← links)
• Segmentation and estimation of change-point models: false positive control and confidence regions (Q2196238) (← links)
• Multiplicity adjustment for temporal and spatial scan statistics using Markov property (Q2329846) (← links)
• Graph-based change-point detection (Q2338923) (← links)
• Nonparametric estimation in change-point models (Q2366575) (← links)
• (Q2701876) (← links)
• (Q2750826) (← links)
• A changepoint statistic with uniform type I error probabilities (Q2816642) (← links)
• Inference for single and multiple change-points in time series (Q2864620) (← links)
• Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications (Q2934409) (← links)
• Two non parametric methods for change-point detection in distribution (Q2979035) (← links)
• Likelihood ratio tests for testing for multiple contaminants in the shocks and labelled slippage models (Q3019815) (← links)
• Hybrid regions for post-change mean in a sequence of normal variables (Q3070635) (← links)
• Adaptive index models for marker-based risk stratification (Q3303650) (← links)
• Testing for the number of change points in a sequence of exponential random variables (Q3350479) (← links)
• A Nonparametric bootstrapped estimate of the change-point (Q3432373) (← links)
• Nonparametric point estimators for the change-point problem (Q3473180) (← links)
• Asymptotic distributions of quadratic forms occurring in changepoint problems (Q3477805) (← links)
• Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model (Q3532745) (← links)
• Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk (Q3632876) (← links)