robcp

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Robust Change-Point Tests

Sheila Goerz, Alexander Duerre

Last update: 16 September 2022

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.3.7

Cites work

• Change-Point Detection Under Dependence Based on Two-Sample U-Statistics
• A robust method for shift detection in time series
• Tests for Scale Changes Based on Pairwise Differences
• TESTING FOR CHANGES IN KENDALL’S TAU
• A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution
• Robust change point tests by bounded transformations

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