Pages that link to "Item:Q4831094"
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The following pages link to Bootstrap test for change-points in nonparametric regression (Q4831094):
Displaying 20 items.
- Jump detection in generalized error-in-variables regression with an application to Australian health tax policies (Q746678) (← links)
- Smoothing and preservation of irregularities using local linear fitting. (Q834015) (← links)
- Estimation of a jump point in random design regression (Q900565) (← links)
- Data-driven boundary estimation in deconvolution problems (Q959284) (← links)
- On rapid change points under long memory (Q989259) (← links)
- Jump-preserving regression and smoothing using local linear fitting: a compromise (Q995794) (← links)
- On change point test for ARMA-GARCH models: bootstrap approach (Q1747092) (← links)
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
- Measuring timeliness of annual reports filing by jump additive models (Q2078728) (← links)
- Kink estimation with correlated noise (Q2510642) (← links)
- Switching nonparametric regression models (Q2934396) (← links)
- Bent Line Quantile Regression with Application to an Allometric Study of Land Mammals' Speed and Mass (Q3008883) (← links)
- Change‐Point Tests for the Error Distribution in Non‐parametric Regression (Q3552970) (← links)
- Local linear fitting and improved estimation near peaks (Q3645633) (← links)
- Exact tests for offline changepoint detection in multichannel binary and count data with application to networks (Q5055263) (← links)
- A method for choosing the smoothing parameter in a semi-parametric model for detecting change-points in blood flow (Q5128556) (← links)
- Testing discontinuities in nonparametric regression (Q5139003) (← links)
- Ratio tests for variance change in nonparametric regression (Q5169748) (← links)
- When are two pieces better than one: fitting and testing OLS and RMA regressions (Q6089996) (← links)
- Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap (Q6574635) (← links)
