Pages that link to "Item:Q262832"
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The following pages link to A nonparametric test for changing trends (Q262832):
Displaying 14 items.
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Powerful tests for structural changes in volatility (Q528175) (← links)
- Some partially sequential nonparametric tests for detecting linear trend (Q538113) (← links)
- Tests for changes in models with a polynomial trend (Q1379916) (← links)
- A test for changing trends with monotonic power (Q1668151) (← links)
- Simultaneous confidence bands for time-series prediction function (Q3068117) (← links)
- Nonparametric Tests for Trend: Jonckheere's Test, a Modification and a Maximum Test (Q4235714) (← links)
- An Analogue of Jonckheere's Trend Test for Parametric and Dichotomous Data (Q4389806) (← links)
- Testing for structural changes in linear regressions with time-varying variance (Q5077998) (← links)
- Colour harmonization in car manufacturing processes (Q5430320) (← links)
- Semiparametric estimation and testing of the trend of temperature series (Q5488521) (← links)
- A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
- Testing for Trend Specifications in Panel Data Models (Q6149859) (← links)
- Detecting changes in the trend function of heteroscedastic time series (Q6589564) (← links)