Studentized \(U\)-quantile processes under dependence with applications to change-point analysis

DOI10.3150/16-BEJ838zbMath1401.62046arXiv1503.04161OpenAlexW2300264742MaRDI QIDQ2405149

Martin Wendler, Daniel Vogel

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.04161

zbMATH Keywords

robustnessweak invariance principlecentral limit theoremmedianlong-run variancebootstrappingHodges-Lehmann estimatornear epoch dependenceCUSUM test

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Functional limit theorems; invariance principles (60F17) Markov processes: hypothesis testing (62M02)

Related Items (5)

A robust bootstrap change point test for high-dimensional location parameter ⋮ Nuisance-parameter-free changepoint detection in non-stationary series ⋮ Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment ⋮ Tests for Scale Changes Based on Pairwise Differences ⋮ Multivariate generalized linear-statistics of short range dependent data

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