Change-point detection based on weighted two-sample U-statistics
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Publication:2136629
DOI10.1214/21-EJS1964MaRDI QIDQ2136629FDOQ2136629
Authors: Kata Vuk, Martin Wendler, Herold Dehling 
Publication date: 11 May 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.12573
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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
- Change-point detection based on weighted two-sample U-statistics
- Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap
- Gradual change-point analysis based on Spearman matrices for multivariate time series
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