Applications of permutations to the simulations of critical values

DOI10.1080/10485250310001624747MaRDI QIDQ4819560zbMATH OpenOpenAlexFDO

Authors Lajos Horváth, Marie Hušková, István Berkes, J. G. Steinebach

Publication date 27 September 2004

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250310001624747

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Functional limit theorems; invariance principles (60F17)

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Cites work

• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• An approximation of partial sums of independent RV's, and the sample DF. II
• Approximation Theorems of Mathematical Statistics
• Extreme value asymptotics for multivariate renewal processes
• Extremes and related properties of random sequences and processes
• Limit theorems for rank statistics
• On the Rate of Convergence for the Invariance Principle
• Permutation tests in change point analysis
• Rates of convergence for U-statistic processes and their bootstrapped versions
• Some Extensions of the Wald-Wolfowitz-Noether Theorem

Cited in

(7)

• Change-point analysis using logarithmic quantile estimation
• Bootstrapping sequential change-point tests for linear regression
• Block permutation principles for the change analysis of dependent data
• Extensions of some classical methods in change point analysis
• Estimating probabilities from invariant permutation distributions
• Applying fast simulation to find the number of good permutations
• Using permutations in regenerative simulations to reduce variance

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