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swMATH14395CRANnpcpMaRDI QIDQ26296FDOQ26296
Some Nonparametric CUSUM Tests for Change-Point Detection in Possibly Multivariate Observations
Last update: 9 February 2023
Copyright license: GNU General Public License, File License
Software version identifier: 0.2-5
Source code repository: https://github.com/cran/npcp
Cited In (10)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series
- Detecting breaks in the dependence of multivariate extreme-value distributions
- Detecting and modeling changes in a time series of proportions
- Testing the constancy of Spearman's rho in multivariate time series
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions
- Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic
- Detecting distributional changes in samples of independent block maxima using probability weighted moments
- Detecting changes in cross-sectional dependence in multivariate time series
- Change-point problems for multivariate time series using pseudo-observations
- Elements of Copula Modeling with R
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