Pages that link to "Item:Q1598690"

The following pages link to Rates of convergence for U-statistic processes and their bootstrapped versions (Q1598690):

Displaying 15 items.

• Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
• Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
• Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data (Q435016) (← links)
• Testing for changes using permutations of U-statistics (Q707047) (← links)
• Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
• Asymptotics of Studentized \(U\)-type processes for changepoint problems (Q1046771) (← links)
• A robust bootstrap change point test for high-dimensional location parameter (Q2136637) (← links)
• Cramér's type results for some bootstrapped \(U\)-statistics (Q2208388) (← links)
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
• Multiscale change point detection via gradual bandwidth adjustment in moving sum processes (Q2683184) (← links)
• Multivariate Kendall's tau for change-point detection in copulas (Q2852553) (← links)
• A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis (Q2934853) (← links)
• Applications of permutations to the simulations of critical values (Q4819560) (← links)
• Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (Q5495766) (← links)
• Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap (Q6640108) (← links)