Consistent nonparametric change point detection combining CUSUM and marked empirical processes

DOI10.1214/20-EJS1715zbMath1476.62190arXiv1901.08491MaRDI QIDQ2188476

Natalie Neumeyer, Maria Mohr

Publication date: 11 June 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.08491

zbMATH Keywords

bootstrapkernel estimationheteroscedasticitynonparametric regressiondistribution-free testsequential empirical processchange point detectioncumulative sums

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Nonparametric statistical resampling methods (62G09) Sequential estimation (62L12)

Related Items

A weak convergence result for sequential empirical processes under weak dependence ⋮ Change-point detection for the link function in a single-index model ⋮ A consistent nonparametric test for the structure change in quantile regression ⋮ Estimating change points in nonparametric time series regression models ⋮ Change point detection for nonparametric regression under strongly mixing process

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