Pages that link to "Item:Q2887763"
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The following pages link to A nonparametric test for the mean change-point in heavy-tail observation (Q2887763):
Displaying 10 items.
- A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance (Q861528) (← links)
- Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
- A tail adaptive approach for change point detection (Q1755109) (← links)
- A robust test for mean change in dependent observations (Q2261987) (← links)
- An ANOVA-type test for multiple change points in the mean of heavy-tailed dependent sequence (Q2823484) (← links)
- An Information-Based Approach to the Change-Point Problem of the Noncentral Skew<i>t</i>Distribution with Applications to Stock Market Data (Q2934408) (← links)
- Detection and estimation of structural change in heavy-tailed sequence (Q2980141) (← links)
- (Q3380810) (← links)
- (Q3497658) (← links)
- A robust method for shift detection in time series (Q5127211) (← links)