A Nonparametric Bootstrap Test and Estimation for Change
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- Type
- article
- Published
- 2007-08-31
- Cited by
- 0
- References
- 13
- Access
- Open access
- OpenAlex
- https://openalex.org/W52155489
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:115447898
Keywords
Bootstrapping (finance), Nonparametric statistics, Test statistic, Estimator, Mathematics
References
- Conditional bootstrap methods in the mean-shift model
- Nonparametric Change-Point Estimation
- PROCEDURES FOR REACTING TO A CHANGE IN DISTRIBUTION
- Bootstrap and randomization tests of some nonparametric hypotheses
- On Detecting Changes in the Mean of Normal Variates
- Change-point problem and bootstrap
- A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
- Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
- Asymptotic distributions of maximum likelihood tests for change in the mean
- A Nonparametric bootstrapped estimate of the change-point
- ESTIMATING THE CURRENT MEAN OF A NORMAL DISTRIBUTION WHICH IS SUBJECTED TO CHANGES IN TIME
- Some Nonparametric Methods for Changepoint Problems
- A Non‐Parametric Approach to the Change‐Point Problem
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