Pages that link to "Item:Q5272949"

The following pages link to Change-Point Detection Under Dependence Based on Two-Sample U-Statistics (Q5272949):

Displaying 16 items.

• Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
• A tail adaptive approach for change point detection (Q1755109) (← links)
• Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data (Q2043739) (← links)
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
• A comparison of single and multiple changepoint techniques for time series data (Q2129576) (← links)
• Change-point detection based on weighted two-sample U-statistics (Q2136629) (← links)
• Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points (Q2156812) (← links)
• Testing equality of a large number of densities under mixing conditions (Q2177717) (← links)
• Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment (Q2208374) (← links)
• Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
• Testing for change in mean for associated random variables (Q5078869) (← links)
• Scan <i>B</i>-statistic for kernel change-point detection (Q5215363) (← links)
• A weighted U-statistic based change point test for multivariate time series (Q6157040) (← links)
• Homogeneity tests of covariance for high-dimensional functional data with applications to event segmentation (Q6589277) (← links)
• A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests (Q6626241) (← links)
• Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap (Q6640108) (← links)