Invariance principles for changepoint problems
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- scientific article; zbMATH DE number 3858075 (Why is no real title available?)
- scientific article; zbMATH DE number 3334700 (Why is no real title available?)
- A Non-Parametric Approach to the Change-Point Problem
- A limit theorem for the maximum of normalized sums of independent random variables
- Almost sure convergence of generalized U-statistics
- Approximation Theorems of Mathematical Statistics
- Convergence rates for U-statistics and related statistics
- Extension of the Darling and Erdős theorem on the maximum of normalized sums
- Invariance principles for stochastic area and related stochastic integrals
- Nonparametric statistical procedures for the changepoint problem
- Nonparametric tests for the changepoint problem
- On tests for detecting change in mean
- On the invariance principle for U-statistics
- Some results on estimating a change-point using non-parametric type statistics
- Weighted empirical and quantile processes
Cited in
(63)- Comments on: ``Extensions of some classical methods in change point analysis
- Loss function-based change point detection in risk measures
- scientific article; zbMATH DE number 1775190 (Why is no real title available?)
- Tests for changes under random censorship
- Asymptotic distributions of weighted pontograms under contiguous alternatives
- An ANOVA-type test for multiple change points
- Long signal change-point detection
- A robust bootstrap change point test for high-dimensional location parameter
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
- Asymptotic distributions of quadratic forms occurring in changepoint problems
- scientific article; zbMATH DE number 2152214 (Why is no real title available?)
- Change point tests based on U-statistics with applications in reliability
- Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data
- Change-point detection based on weighted two-sample U-statistics
- Invariance principles in mathematical statistics
- Detecting changes in a multivariate renewal process
- Asymptotic score-statistic processes and tests for constant hazard against a change-point alternative
- scientific article; zbMATH DE number 4166333 (Why is no real title available?)
- scientific article; zbMATH DE number 50971 (Why is no real title available?)
- Invariance principles for change-point problems under dependent random variables
- scientific article; zbMATH DE number 4074219 (Why is no real title available?)
- Convergence of changepoint estimators
- Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives
- Change-point problems: bibliography and review
- Two-sample \(U\)-statistic processes for long-range dependent data
- U-Statistic Based Modified Information Criterion for Change Point Problems
- Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes
- Variance Estimation Based on Invariance Principles
- Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points
- Multivariate Kendall's tau for change-point detection in copulas
- On exact rates of convergence in functional limit theorems for \(U\)- statistic type processes
- Testing for changes in the mean or variance of a stochastic process under weak invariance
- Functional convergence of sequential \(U\)-processes with size-dependent kernels
- Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests
- Changepoint Problems Under Random Censorship
- Testing for change in the mean via convergence in distribution of sup-functionals of weighted tied-down partial sums processes
- scientific article; zbMATH DE number 1069280 (Why is no real title available?)
- \(U\)-statistics for change under alternatives
- On a test statistic for linear trend
- Retrospective Change Point Detection: From Parametric to Distribution Free Policies
- A weighted U-statistic based change point test for multivariate time series
- Changepoint problems and contiguous alternatives
- Scan B-statistic for kernel change-point detection
- \(L_ p\)-approximations of weighted partial sum processes
- Testing for changes using permutations of U-statistics
- Exponential and polynomial tailbounds for change-point estimators
- U-Statistics in Sequential Tests and Change Detection
- Change-of-variance problem for linear processes with long memory
- Change-point estimators in case of small disorders
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- Density-based empirical likelihood ratio change point detection policies
- On the power of nonparametric changepoint-tests
- Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment
- Inference for single and multiple change-points in time series
- Change-point detection under dependence based on two-sample \(U\)-statistics
- Stein's method of exchangeable pairs in multivariate functional approximations
- A tail adaptive approach for change point detection
- Tabulating weighted sup-norm functionals used in change-point analysis
- Asymptotics of Studentized \(U\)-type processes for changepoint problems
- On a weighted embedding for generalized pontograms.
- Rates of convergence for U-statistic processes and their bootstrapped versions
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- Nonparametric tests for a change in the coefficient of variation
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