Abrupt change in mean using block bootstrap and avoiding variance estimation

DOI10.1007/s00180-017-0785-4zbMath1417.62257OpenAlexW2774343357MaRDI QIDQ1695533

Barbora Peštová, Michal Pešta

Publication date: 7 February 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-017-0785-4

zbMATH Keywords

robustnesshypothesis testingchange in meanblock bootstrapchange pointratio type statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (2)

Nuisance-parameter-free changepoint detection in non-stationary series ⋮ Changepoint in dependent and non-stationary panels

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