Block permutation principles for the change analysis of dependent data

DOI10.1016/J.JSPI.2006.09.026zbMath1274.62320OpenAlexW2034950425MaRDI QIDQ2455733

Claudia Kirch

Publication date: 26 October 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.09.026

zbMATH Keywords

linear processchange in meandependent observationsrank statisticPermutation principle

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05)

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Cites Work

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• Approximations to permutation and exchangeable processes
• Asymptotics for linear processes
• Effect of dependence on statistics for determination of change
• Detection of changes in linear sequences
• Permutation principles for the change analysis of stochastic processes under strong invariance
• Conditions for linear processes to be strong-mixing
• Convergence Properties of $S_n$ Under Moment Restrictions
• Moment bounds for stationary mixing sequences
• Applications of permutations to the simulations of critical values
• Permutation tests in change point analysis

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