Sequential block bootstrap in a Hilbert space with application to change point analysis
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Abstract: A new test for structural changes in functional data is investigated. It is based on Hilbert space theory and critical values are deduced from bootstrap iterations. Thus a new functional central limit theorem for the block bootstrap in a Hilbert space is required. The test can also be used to detect changes in the marginal distribution of random vectors, which is supplemented by a simulation study. Our methods are applied to hydrological data from Germany.
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Cited in
(44)- Consistent change-point detection with kernels
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