On sequentially adaptive signed-rank statistics

JOURNAL ARTICLE published January 1986 in Sequential Analysis

Authors: Marie Hušková | Pranab Kumar Sen

Simple sequential procedures for change in distribution

BOOK CHAPTER published 2010 in Institute of Mathematical Statistics Collections

Authors: Marie Hušková | Ondřej Chochola

Miscellaneous Procedures Connected with the Change Point Problem

BOOK CHAPTER published 1994 in Compstat

Authors: Marie Hušková

Simultaneous rank test procedures

JOURNAL ARTICLE published 1980 in Applications of Mathematics

Authors: Marie Hušková

Procedures for epidemic alternatives

JOURNAL ARTICLE published December 1995 in Metrika

Authors: Marie Hušková

M-tests for Detection of Structural Changes in Regression

BOOK CHAPTER published 2002 in Statistical Data Analysis Based on the L1-Norm and Related Methods

Authors: Marie Hušková | Jan Picek

Change-Point Analysis Based on Empirical Characteristic Functions of Ranks

JOURNAL ARTICLE published December 2006 in Sequential Analysis

Authors: Marie Hušková | Simos G. Meintanis

Partial review of adaptive procedures

JOURNAL ARTICLE published 1985 in Banach Center Publications

Authors: M. Hušková

Testing the stability of the functional autoregressive process

JOURNAL ARTICLE published February 2010 in Journal of Multivariate Analysis

Authors: Lajos Horváth | Marie Hušková | Piotr Kokoszka

Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple

JOURNAL ARTICLE published 4 November 2008 in Sequential Analysis

Authors: Gary Lorden | Moshe Pollak

Sequential detection/isolation of abrupt changes

JOURNAL ARTICLE published 2 July 2016 in Sequential Analysis

Authors: Igor V. Nikiforov

Bootstrapping sequential change-point tests for linear regression

JOURNAL ARTICLE published July 2012 in Metrika

Authors: Marie Hušková | Claudia Kirch

Detection of ventricular fibrillation by sequential hypothesis testing of binary sequences

PROCEEDINGS ARTICLE published September 2007 in 2007 Computers in Cardiology

Authors: J. Pardey

Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model

JOURNAL ARTICLE published 3 July 2019 in Sequential Analysis

Authors: T. N. Sriram | S. Yaser Samadi

Sequential Detection of Transient Changes

JOURNAL ARTICLE published October 2012 in Sequential Analysis

Authors: Blaise Kévin Guépié | Lionel Fillatre | Igor Nikiforov

Sequential Adaptive Estimators in Nonparametric Autoregressive Models

JOURNAL ARTICLE published April 2011 in Sequential Analysis

Authors: Ouerdia Arkoun

Procedures for static compaction of test sequences for synchronous sequential circuits based on vector restoration

PROCEEDINGS ARTICLE published in Proceedings Design, Automation and Test in Europe

Authors: R. Guo | I. Pomeranz | S.M. Reddy

Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov

JOURNAL ARTICLE published 2 July 2016 in Sequential Analysis

Authors: Georgios Fellouris

Testing for changes in polynomial regression

JOURNAL ARTICLE published 1 August 2008 in Bernoulli

Authors: Alexander Aue | Lajos Horváth | Marie Hušková | Piotr Kokoszka

Detection of Changes in INAR Models

BOOK CHAPTER published 2015 in Springer Proceedings in Mathematics & Statistics

Authors: Šárka Hudecová | Marie Hušková | Simos Meintanis