Permutation tests in change point analysis

From MaRDI portal
Revision as of 01:06, 30 January 2024 by Import240129110155 (talk | contribs) (Created automatically from import240129110155)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5952059

DOI10.1016/S0167-7152(01)00009-8zbMath0980.62033OpenAlexW2026653240WikidataQ127360513 ScholiaQ127360513MaRDI QIDQ5952059

Marie Hušková, Jaromír Antoch

Publication date: 6 March 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00009-8




Related Items (31)

An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic ControlsWeak Invariance Principles for Regression Rank StatisticsApplications of permutations to the simulations of critical valuesTests for continuity of regression functionsA toolbox of permutation tests for structural changeUniform change point tests in high dimensionBootstrap and permutation tests of independence for point processesBootstrapping sequential change-point tests for linear regressionConsistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time seriesAbrupt change in mean using block bootstrap and avoiding variance estimationGeneralized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequencesBootstrapping Sequential Change-Point TestsTemporal dynamics of inter-limb coordination in ice climbing revealed through change-point analysis of the geodesic mean of circular dataUnnamed ItemBlock permutation principles for the change analysis of dependent dataBootstrapping confidence intervals for the change-point of time seriesNonparametric inference in a simple change-point modelOn the detection of changes in autoregressive time series. II: Resampling proceduresTesting for multiple change pointsNonparametric threshold model of~zero-inflated spatio-temporal data with~application to shifts in jellyfish distributionTesting for changes using permutations of U-statisticsBootstrap confidence intervals for multiple change points based on moving sum proceduresChange point analysis based on empirical characteristic functionsOptimal rates for independence testing via $U$-statistic permutation testsUnnamed ItemA Statistical Test of Change-Point in Mean that Almost Surely Has Zero Error ProbabilitiesChange-point analysis using logarithmic quantile estimationAsymptotic behaviour of a test statistic for detection of change in mean of vectorsMultivariate Kendall's tau for change-point detection in copulasPermutation principles for the change analysis of stochastic processes under strong invarianceComments on: ``Extensions of some classical methods in change point analysis




Cites Work




This page was built for publication: Permutation tests in change point analysis