Invariance principles for changepoint problems
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Publication:1110211
DOI10.1016/0047-259X(88)90122-4zbMath0656.62031OpenAlexW2118173695MaRDI QIDQ1110211
Publication date: 1988
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(88)90122-4
Parametric hypothesis testing (62F03) Functional limit theorems; invariance principles (60F17) Asymptotic properties of parametric tests (62F05)
Related Items (51)
Two-sample U-statistic processes for long-range dependent data ⋮ U-Statistics in Sequential Tests and Change Detection ⋮ On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations ⋮ INVARIANCE PRINCIPLES FOR CHANGE-POINT PROBLEMS UNDER DEPENDENT RANDOM VARIABLES ⋮ Change-point estimators in case of small disorders ⋮ On a weighted embedding for generalized pontograms. ⋮ \(L_ p\)-approximations of weighted partial sum processes ⋮ On the power of nonparametric changepoint-tests ⋮ On exact rates of convergence in functional limit theorems for \(U\)- statistic type processes ⋮ Change-point detection based on weighted two-sample U-statistics ⋮ A robust bootstrap change point test for high-dimensional location parameter ⋮ Long signal change-point detection ⋮ Change point tests based on U-statistics with applications in reliability ⋮ Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points ⋮ Detecting changes in a multivariate renewal process ⋮ Change-of-variance problem for linear processes with long memory ⋮ Tabulating weighted sup-norm functionals used in change-point analysis ⋮ Loss function-based change point detection in risk measures ⋮ Asymptotic distributions of weighted pontograms under contiguous alternatives ⋮ A weighted U-statistic based change point test for multivariate time series ⋮ Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment ⋮ Changepoint Problems Under Random Censorship ⋮ Change-Point Detection Under Dependence Based on Two-Sample U-Statistics ⋮ U-Statistic Based Modified Information Criterion for Change Point Problems ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ An ANOVA-type test for multiple change points ⋮ Nonparametric tests for a change in the coefficient of variation ⋮ Changepoint problems and contiguous alternatives ⋮ Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests ⋮ Convergence of changepoint estimators ⋮ A tail adaptive approach for change point detection ⋮ Retrospective Change Point Detection: From Parametric to Distribution Free Policies ⋮ Exponential and polynomial tailbounds for change-point estimators ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests ⋮ Testing for changes using permutations of U-statistics ⋮ \(U\)-statistics for change under alternatives ⋮ Variance Estimation Based on Invariance Principles ⋮ Density-Based Empirical Likelihood Ratio Change Point Detection Policies ⋮ Stein's method of exchangeable pairs in multivariate functional approximations ⋮ Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data ⋮ Scan B-statistic for kernel change-point detection ⋮ Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives ⋮ Change-point problems: bibliography and review ⋮ Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes ⋮ Asymptotics of Studentized \(U\)-type processes for changepoint problems ⋮ Tests for changes under random censorship ⋮ Multivariate Kendall's tau for change-point detection in copulas ⋮ Inference for single and multiple change-points in time series ⋮ Rates of convergence for U-statistic processes and their bootstrapped versions ⋮ Comments on: ``Extensions of some classical methods in change point analysis ⋮ Functional convergence of sequential \(U\)-processes with size-dependent kernels
Cites Work
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- A Non-Parametric Approach to the Change-Point Problem
- A limit theorem for the maximum of normalized sums of independent random variables
- Invariance principles for stochastic area and related stochastic integrals
- Weighted empirical and quantile processes
- Nonparametric tests for the changepoint problem
- Extension of the Darling and Erdős theorem on the maximum of normalized sums
- On the invariance principle for U-statistics
- On tests for detecting change in mean
- Convergence rates for U-statistics and related statistics
- Almost sure convergence of generalized U-statistics
- Nonparametric statistical procedures for the changepoint problem
- Approximation Theorems of Mathematical Statistics
- Some results on estimating a change-point using non-parametric type statistics
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