Pages that link to "Item:Q2775613"
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The following pages link to Isotonic regression: Another look at the changepoint problem (Q2775613):
Displaying 32 items.
- Isotonic regression and isotonic projection (Q252604) (← links)
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Asymptotics for \(p\)-value based threshold estimation in regression settings (Q372134) (← links)
- \(M\)-estimators for isotonic regression (Q433757) (← links)
- On high-dimensional change point problem (Q525890) (← links)
- On periodically isotonic climate change (Q643232) (← links)
- Bayesian isotonic changepoint analysis (Q730758) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Shrinkage estimation for convex polyhedral cones (Q868275) (← links)
- Testing constancy in monotone response models (Q1623385) (← links)
- New designs to consistently estimate the isotonic regression (Q1643000) (← links)
- Likelihood ratio tests for monotone functions. (Q1848921) (← links)
- Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction (Q1881412) (← links)
- Penalized and constrained LAD estimation in fixed and high dimension (Q2122803) (← links)
- Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
- Non-convex isotonic regression via the Myersonian approach (Q2244532) (← links)
- A hybrid test for the isotonic change-point problem (Q2344865) (← links)
- Stochastic non-convex envelopment of data: applying isotonic regression to frontier estimation (Q2356112) (← links)
- Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions (Q2374528) (← links)
- On the isotonic change-point problem (Q2863059) (← links)
- Algorithms for Fitting the Constrained Lasso (Q3391167) (← links)
- Testing Constancy for Isotonic Regressions (Q3440882) (← links)
- (Q4969177) (← links)
- Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300) (← links)
- Semiparametric estimation of outbreak regression (Q5400834) (← links)
- Signal Decomposition Using Masked Proximal Operators (Q5870789) (← links)
- Bayesian regression with B‐splines under combinations of shape constraints and smoothness properties (Q6066199) (← links)
- A semiparametric isotonic regression model for skewed distributions with application to DNA–RNA–protein analysis (Q6079627) (← links)
- Mean stationarity test in time series: a signal variance-based approach (Q6120834) (← links)
- Detecting changes in the trend function of heteroscedastic time series (Q6589564) (← links)
- Shape restricted additive hazards models: monotone, unimodal, and U-shape hazard functions (Q6618458) (← links)
- Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation (Q6620845) (← links)
