Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Change-point problem and bootstrap - MaRDI portal

Change-point problem and bootstrap

From MaRDI portal
Publication:3837406

DOI10.1080/10485259508832639zbMath0857.62029OpenAlexW2000908050MaRDI QIDQ3837406

Jaromír Antoch, Marie Hušková, Noël Veraverbeke

Publication date: 8 December 1996

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259508832639



Related Items

Bootstrap confidence intervals for a break date in linear regressions, Exact tests for offline changepoint detection in multichannel binary and count data with application to networks, On detecting change in likelihood ratio ordering, Convergence of series of moments on general exponential inequality, Weighted Least Squares Estimators for a Change-Point, A Tree-Based Semi-Varying Coefficient Model for the COM-Poisson Distribution, Effect of dependence on statistics for determination of change, THE BOOTSTRAP IN THRESHOLD REGRESSION, Estimation of a change in linear models, Approximations for the time of change and the power function in change-point models, The CUSUM statistics of change-point models based on dependent sequences, BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES, Data-driven estimation of change-points with mean shift, A note on Studentized confidence intervals for the change-point, Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence, Bootstrapping confidence intervals for the change-point of time series, Consistency of binary segmentation for multiple change-point estimation with functional data, On the detection of changes in autoregressive time series. II: Resampling procedures, Bayesian-type estimators of change points, Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests, Bootstrap confidence intervals for multiple change points based on moving sum procedures, The effect of long-range dependence on change-point estimators, Estimating a change point in the long memory parameter, Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes, Change point analysis of covariance functions: a weighted cumulative sum approach, Gradual changes versus abrupt changes., Rank based estimators of the change-point, Nonparametric estimation of structural change points in volatility models for time series



Cites Work