Pages that link to "Item:Q1941421"
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The following pages link to Nonparametric tests for change-point detection à la Gombay and Horváth (Q1941421):
Displaying 22 items.
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
- Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- On nonparametric change point estimator based on empirical characteristic functions (Q525905) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- Detecting distributional changes in samples of independent block maxima using probability weighted moments (Q1675709) (← links)
- Refinements of the Kiefer-Wolfowitz theorem and a test of concavity (Q2008622) (← links)
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
- Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
- Detecting and modeling changes in a time series of proportions (Q2135370) (← links)
- A robust bootstrap change point test for high-dimensional location parameter (Q2136637) (← links)
- Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
- Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (Q2423187) (← links)
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach (Q2514620) (← links)
- Multiscale change point detection via gradual bandwidth adjustment in moving sum processes (Q2683184) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- Modeling Influenza-Like Illness Activity in the United States (Q5379227) (← links)
- Kendall's tau-based inference for gradually changing dependence structures (Q6579412) (← links)
