Pages that link to "Item:Q5576088"
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The following pages link to On Detecting Changes in the Mean of Normal Variates (Q5576088):
Displaying 50 items.
- A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950) (← links)
- Tests for changing mean with monotonic power (Q301955) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- The asymptotic power function of GLR tests for local change of parameter (Q758034) (← links)
- Confidence distributions for skew normal change-point model based on modified information criterion (Q777847) (← links)
- Initial conditions and stationarity tests (Q1046303) (← links)
- Nonparametric tests for the changepoint problem (Q1094781) (← links)
- Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case (Q1112497) (← links)
- Tests for parameter changes at unknown times in linear regression models (Q1174646) (← links)
- On tests for detecting change in mean when variance is unknown (Q1254799) (← links)
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (Q1305671) (← links)
- Distributions of Bayes-type change-point statistics under polynomial regression (Q1329693) (← links)
- A property of partial sums of regression least squares residuals and its applications (Q1329696) (← links)
- Deciding between I(1) and I(0) (Q1341206) (← links)
- Bayesian criteria for discriminating among regression models with one possible change point (Q1361686) (← links)
- Detecting changes in linear regression models with skew normal errors (Q1743321) (← links)
- A functional central limit theorem for regression models (Q1807139) (← links)
- Likelihood ratio tests for goodness-of-fit of a nonlinear regression model (Q1882933) (← links)
- Detecting a change in the intercept in multiple regression (Q1892116) (← links)
- Recent developments in the econometrics of structural change (Q1906284) (← links)
- Optimal changepoint tests for normal linear regression (Q1906286) (← links)
- The effect of linear filters on dynamic time series with structural change (Q1906288) (← links)
- Detection of random change point in one-parameter exponential families (Q1918307) (← links)
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
- A point process driven multiple change point model: a robust resistant approach (Q2270548) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
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- (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-sided tests for change in level for correlated data (Q3197128) (← links)
- Nonparametric changepoint procedures for repeated measures data (Q3489113) (← links)
- Change Point Analysis for Generalized Lambda Distribution (Q3652721) (← links)
- A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem (Q3685848) (← links)
- Multiple changepoints problem-nonparmetric procedures for estimation of the points of change (Q3727139) (← links)
- Locally optimal invariant tests for change in level (Q4019202) (← links)
- Nonparametric estimation in a two change-point model (Q4372868) (← links)
- Change-points in stochastic ordering (Q4541701) (← links)
- Likelihood procedure for testing changes in skew normal model with applications to stock returns (Q4607336) (← links)
- DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES (Q4675889) (← links)
- Functional limit theorems for the “disorder” problem (Q4746581) (← links)
- ON CHANGE POINT DETECTION AND ESTIMATION (Q4787607) (← links)
- On detecting change in likelihood ratio ordering (Q4804991) (← links)
- Change-Point Detection for Variance Piecewise Constant Models (Q4906425) (← links)
- INVARIANCE PRINCIPLES FOR CHANGE-POINT PROBLEMS UNDER DEPENDENT RANDOM VARIABLES (Q5036029) (← links)
- Likelihood ratio test change-point detection in the skew slash distribution (Q5042109) (← links)
- Modified information criterion for linear regression change-point model with its applications (Q5083971) (← links)
- Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change (Q5127009) (← links)
- Detection of multiple change-points in multivariate data (Q5129088) (← links)
