Pages that link to "Item:Q1110211"

The following pages link to Invariance principles for changepoint problems (Q1110211):

Displaying 38 items.

• Long signal change-point detection (Q309564) (← links)
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
• An ANOVA-type test for multiple change points (Q465641) (← links)
• Testing for changes using permutations of U-statistics (Q707047) (← links)
• Change-of-variance problem for linear processes with long memory (Q864915) (← links)
• Nonparametric tests for a change in the coefficient of variation (Q926980) (← links)
• Asymptotics of Studentized \(U\)-type processes for changepoint problems (Q1046771) (← links)
• Changepoint problems and contiguous alternatives (Q1174907) (← links)
• Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests (Q1194603) (← links)
• Convergence of changepoint estimators (Q1194604) (← links)
• Tests for changes under random censorship (Q1299362) (← links)
• Change-point estimators in case of small disorders (Q1330217) (← links)
• On the power of nonparametric changepoint-tests (Q1337185) (← links)
• On exact rates of convergence in functional limit theorems for \(U\)- statistic type processes (Q1337943) (← links)
• Change point tests based on U-statistics with applications in reliability (Q1361025) (← links)
• Detecting changes in a multivariate renewal process (Q1362836) (← links)
• Rates of convergence for U-statistic processes and their bootstrapped versions (Q1598690) (← links)
• A tail adaptive approach for change point detection (Q1755109) (← links)
• On a weighted embedding for generalized pontograms. (Q1877512) (← links)
• Stein's method of exchangeable pairs in multivariate functional approximations (Q2042859) (← links)
• Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data (Q2043739) (← links)
• Functional convergence of sequential \(U\)-processes with size-dependent kernels (Q2117455) (← links)
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
• Change-point detection based on weighted two-sample U-statistics (Q2136629) (← links)
• A robust bootstrap change point test for high-dimensional location parameter (Q2136637) (← links)
• Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points (Q2156812) (← links)
• Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment (Q2208374) (← links)
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
• Change-point problems: bibliography and review (Q2324132) (← links)
• \(L_ p\)-approximations of weighted partial sum processes (Q2366188) (← links)
• Variance Estimation Based on Invariance Principles (Q2785878) (← links)
• Multivariate Kendall's tau for change-point detection in copulas (Q2852553) (← links)
• Inference for single and multiple change-points in time series (Q2864620) (← links)
• Density-Based Empirical Likelihood Ratio Change Point Detection Policies (Q3072401) (← links)
• <i>U</i>-Statistics in Sequential Tests and Change Detection (Q3155689) (← links)
• Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971362) (← links)
• Loss function-based change point detection in risk measures (Q6113344) (← links)
• A weighted U-statistic based change point test for multivariate time series (Q6157040) (← links)