Pages that link to "Item:Q3831866"

The following pages link to The likelihood ratio test for a change-point in simple linear regression (Q3831866):

Displaying 50 items.

• Count data regression charts for the monitoring of surveillance time series (Q58319) (← links)
• Scan statistic tail probability assessment based on process covariance and window size (Q340117) (← links)
• Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions (Q457282) (← links)
• Bounding the maximum of dependent random variables (Q489171) (← links)
• A confidence interval test for the detection of structural breaks (Q647992) (← links)
• Bootstrap confidence intervals in a switching regressions model (Q673296) (← links)
• Confidence distributions for skew normal change-point model based on modified information criterion (Q777847) (← links)
• Asymptotic results in segmented multiple regression (Q953860) (← links)
• A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
• Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505) (← links)
• Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression (Q1198994) (← links)
• Estimation of multiple-regime regressions with least absolutes deviation (Q1298916) (← links)
• Testing appearance of linear trend (Q1299489) (← links)
• Dynamic linear models with Markov-switching (Q1318985) (← links)
• Limit theorems for change in linear regression (Q1323141) (← links)
• Distributions of Bayes-type change-point statistics under polynomial regression (Q1329693) (← links)
• Adaptive and unbiased predictors in a change point regression model (Q1332876) (← links)
• Change point estimation using nonparametric regression (Q1354400) (← links)
• Bayesian criteria for discriminating among regression models with one possible change point (Q1361686) (← links)
• Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design. (Q1423156) (← links)
• Diagnostic check for heavy tail in linear time series (Q1731253) (← links)
• Change point problems in the model of logistic regression (Q1772676) (← links)
• Optimal changepoint tests for normal linear regression (Q1906286) (← links)
• Structural change and unit roots (Q1909372) (← links)
• Detection of random change point in one-parameter exponential families (Q1918307) (← links)
• A comparison of estimators for regression models with change points (Q1927289) (← links)
• Testing the hypothesis of preservation of the properties of a normal linear model if the possible change point is known (Q1947751) (← links)
• Detection of change in persistence of a linear time series (Q1971788) (← links)
• Nonparametric inference on structural breaks (Q1973431) (← links)
• Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data (Q2323195) (← links)
• Change-point problems: bibliography and review (Q2324132) (← links)
• Application of the bootstrap method for change points analysis in generalized linear models (Q2329867) (← links)
• Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
• Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications (Q2934409) (← links)
• Applied regression analysis bibliography update 1988-89 (Q3135298) (← links)
• Detection of multiple undocumented change-points using adaptive Lasso (Q3179235) (← links)
• Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model (Q3532745) (← links)
• Change detection in linear regression with time series errors (Q3561484) (← links)
• Change Point Analysis for Generalized Lambda Distribution (Q3652721) (← links)
• Bayesian analysis for a change in the intercept of simple linear regression (Q4275135) (← links)
• Two-phase regression with nonhomogeneous errors (Q4275792) (← links)
• A repeated significance test in a linear model (Q4297835) (← links)
• Detecting Changes in Linear Regressions (Q4763484) (← links)
• A Note on Signed Rank Tests for the Changepoint Problem (Q4878159) (← links)
• S3T: A score statistic for spatiotemporal change point detection (Q4965666) (← links)
• GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
• Applications of asymptotic inference in segmented line regression (Q5079159) (← links)
• Monitoring parameter shift with Poisson integer-valued GARCH models (Q5106885) (← links)
• Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change (Q5127009) (← links)
• Variance estimation in nonparametric regression with jump discontinuities (Q5128602) (← links)