Change-point detection based on weighted two-sample U-statistics
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Cites work
- scientific article; zbMATH DE number 4131440 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A Class of Statistics with Asymptotically Normal Distribution
- A Non-Parametric Approach to the Change-Point Problem
- A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
- A limit theorem for the maximum of normalized sums of independent random variables
- A robust method for shift detection in time series
- Asymptotic Theory of Weakly Dependent Random Processes
- Asymptotics of Studentized \(U\)-type processes for changepoint problems
- Change-point detection under dependence based on two-sample \(U\)-statistics
- Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment
- Covariance inequalities for strongly mixing processes
- Effect of dependence on statistics for determination of change
- Estimation of the variance of partial sums of dependent processes
- Extension of the Darling and Erdős theorem on the maximum of normalized sums
- Inequalities for max | S k | /b k where k � N r
- Inference for change points in high-dimensional data via selfnormalization
- Invariance principles for changepoint problems
- Moment Inequalities for the Maximum Cumulative Sum
- Non-parametric change-point tests for long-range dependent data
- On the power of nonparametric changepoint-tests
- Rigorous statistical procedures for data from dynamical systems
- Some remarks on coupling of dependent random variables
- Strong approximation of partial sums under dependence conditions with application to dynamical systems
- Two-sample \(U\)-statistic processes for long-range dependent data
- \(U\)-statistics for sequential change detection.
Cited in
(5)- A weighted U-statistic based change point test for multivariate time series
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
- Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap
- Change-point detection based on weighted two-sample U-statistics
- Gradual change-point analysis based on Spearman matrices for multivariate time series
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