Permutation tests in change point analysis
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Recommendations
- Permutation tests for multiple changes.
- scientific article; zbMATH DE number 2152211
- Permutation principles for the change analysis of stochastic processes under strong invariance
- Testing for changes using permutations of U-statistics
- Block permutation principles for the change analysis of dependent data
Cites work
- scientific article; zbMATH DE number 638178 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 1058074 (Why is no real title available?)
- Limit theorems for rank statistics
- On the rate of approximations for maximum likelihood tests in change-point models
- Permutation tests. A practical guide to resampling methods for testing hypotheses.
Cited in
(38)- Asymptotic behaviour of a test statistic for detection of change in mean of vectors
- Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence
- Optimal rates for independence testing via U-statistic permutation tests
- Abrupt change in mean using block bootstrap and avoiding variance estimation
- Bootstrapping sequential change-point tests for linear regression
- Testing for multiple change points
- Nonparametric threshold model of~zero-inflated spatio-temporal data with~application to shifts in jellyfish distribution
- Change-point analysis using logarithmic quantile estimation
- Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
- Block permutation principles for the change analysis of dependent data
- Limit theorems for permutations of empirical processes with applications to change point analysis
- On the detection of changes in autoregressive time series. II: Resampling procedures
- Change point analysis based on empirical characteristic functions
- Permutation principles for the change analysis of stochastic processes under strong invariance
- A statistical test of change-point in mean that almost surely has zero error probabilities
- Multivariate Kendall's tau for change-point detection in copulas
- Binary segmentation and Bonferroni-type bounds
- Weak Invariance Principles for Regression Rank Statistics
- Permutation tests for multiple changes.
- Bootstrapping Sequential Change-Point Tests
- Bootstrapping confidence intervals for the change-point of time series
- A toolbox of permutation tests for structural change
- scientific article; zbMATH DE number 2152211 (Why is no real title available?)
- Applications of permutations to the simulations of critical values
- Temporal dynamics of inter-limb coordination in ice climbing revealed through change-point analysis of the geodesic mean of circular data
- Resampling in the frequency domain of time series to determine critical values for change-point tests
- An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
- Comments on: ``Extensions of some classical methods in change point analysis
- Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences
- Changepoint analysis of Klementinum temperature series
- Change point detection in high-dimensional data with U-statistics
- Testing for changes using permutations of U-statistics
- ART: distribution-free and model-agnostic changepoint detection with finite-sample guarantees
- Tests for continuity of regression functions
- Uniform change point tests in high dimension
- Bootstrap and permutation tests of independence for point processes
- Bootstrap confidence intervals for multiple change points based on moving sum procedures
- Nonparametric inference in a simple change-point model
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