Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971362): Difference between revisions

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+Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test
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+Invariance principles for changepoint problems
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+Q4348180
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+Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
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+Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data
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