Pages that link to "Item:Q1914273"

The following pages link to Nonparametric tests for nonstandard change-point problems (Q1914273):

Displaying 20 items.

• Off-line testing for a changed segment in the sample variance (Q852272) (← links)
• Semi-parametric dynamic time series modelling with applications to detecting neural dynamics (Q965143) (← links)
• On the asymptotic behavior of a class of nonparametric tests for a change-point problem (Q1262651) (← links)
• On the power of nonparametric changepoint-tests (Q1337185) (← links)
• Nonparametric monitoring of financial time series by jump-preserving control charts (Q1849312) (← links)
• Construction of conservative test for change-point problem in two-dimensional random fields (Q1877004) (← links)
• On a weighted embedding for generalized pontograms. (Q1877512) (← links)
• Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests (Q1922134) (← links)
• Nonparametric tests for change-point detection à la Gombay and Horváth (Q1941421) (← links)
• Nonparametric tests and nested sequential sampling plans for change-point detection (Q2400053) (← links)
• Weighted Dickey-Fuller processes for detecting stationarity (Q2455422) (← links)
• A statistical test of change-point in mean that almost surely has zero error probabilities (Q2803540) (← links)
• Inference for single and multiple change-points in time series (Q2864620) (← links)
• Nonparametric Tests for Homogeneity Based on Non-Bipartite Matching (Q3225822) (← links)
• Nonparametric tests for scale shift at an unknown time point (Q3345598) (← links)
• Efficiency of nonparametric tests for scale shift at an unknown time point (Q3473184) (← links)
• Some nonparametric methods for changepoint problems (Q4272586) (← links)
• Testing for a change in repeated measures data (Q4387672) (← links)
• ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE (Q4540598) (← links)
• Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families (Q4609021) (← links)