Permutation tests in change point analysis

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

Related Items

Applications of permutations to the simulations of critical values, Comments on: ``Extensions of some classical methods in change point analysis, A toolbox of permutation tests for structural change, Testing for changes using permutations of U-statistics, Tests for continuity of regression functions, Uniform change point tests in high dimension, Bootstrap and permutation tests of independence for point processes, Nonparametric inference in a simple change-point model, Asymptotic behaviour of a test statistic for detection of change in mean of vectors, 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, Block permutation principles for the change analysis of dependent data, 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, Unnamed Item, Unnamed Item, Weak Invariance Principles for Regression Rank Statistics, Bootstrapping Sequential Change-Point Tests, Bootstrapping confidence intervals for the change-point of time series

Cites Work