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U-Statistics for Change under Alternatives
6 references·11 citing·30 second hop
U-Statistics for Change under Alternatives (2001)U-Statistics for Change under AlternativesLimit theorems in change-point analysis (1997)Limit theorems in change-poin…On the power of nonparametric changepoint-tests (1994)On the power of nonparametric…Change-point estimators in case of small disorders (1994)Change-point estimators in ca…Convergence of changepoint estimators (1992)Convergence of changepoint es…Invariance principles for changepoint problems (1988)Invariance principles for cha…Inference About the Change-Point in a Sequence of Random Variables (1970)Inference About the Change-Po…A robust bootstrap change point test for high-dimensional location parameter (2022)A robust bootstrap change poi…Sequential change point tests based on U‐statistics (2021)Sequential change point tests…Convergence of U-processes in Hölder spaces with application to robust detection of a changed segment (2020)Convergence of U-processes in…TESTING FOR CHANGES IN KENDALL’S TAU (2016)TESTING FOR CHANGES IN KENDAL…Robust Change Point Analysis (2013)Robust Change Point AnalysisTesting for Changes in the Rank Correlation of Time Series (2012)Testing for Changes in the Ra…Multivariate Kendall's tau for change‐point detection in copulas (2012)Multivariate Kendall's tau fo…Retrospective Change Point Detection: From Parametric to Distribution Free Policies (2010)Retrospective Change Point De…Change-Point Problems: Bibliography and Review (2010)Change-Point Problems: Biblio…Asymptotics of Studentized U-type processes for changepoint problems (2008)Asymptotics of Studentized U-…Rates of convergence for U-statistic processes and their bootstrapped versions (2002)Rates of convergence for U-st…20 Nonparametric methods for changepoint problems (1988)Nonparametric Change-Point Estimation (1988)The Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)Nonparametric Tests for Nonstandard Change-Point Problems (1995)Approximations for the time of change and the power function in change-point models (1996)Exponential and polynomial tailbounds for change-point estimators (2001)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)A Non-Parametric Approach to the Change-Point Problem (1979)CONTINUOUS INSPECTION SCHEMES (1954)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Procedures for Reacting to a Change in Distribution (1971)Testing for changes using permutations of U-statistics (2004)On Tests for Detecting Change in Mean (1975)Nonparametric statistical procedures for the changepoint problem (1984)Nonparametric tests for the changepoint problem (1987)Nonparametric tests for change-point detection à la Gombay and Horváth (2012)M -statistic for kernel change-point detection (2015)Rank Tests for Changepoint Problems (1987)Measuring association and dependence between random vectors (2013)Multivariate copulas on the MCUSUM control chart (2017)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution (2013)Dealing with Structural Breaks (2005)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)Structural breaks in time series (2012)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Estimation of a Change Point in Multiple Regression Models (1997)Testing the constancy of Spearman’s rho in multivariate time series (2015)
this work references cited by second hop

References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 1970Inference About the Change-Point in a Sequence of Random Variables831 cited
  • 1988Invariance principles for changepoint problems91 cited
  • 1994On the power of nonparametric changepoint-tests39 cited
  • 1994Change-point estimators in case of small disorders33 cited
  • 1992Convergence of changepoint estimators31 cited

Cited by

  • 2012Multivariate Kendall's tau for change‐point detection in copulas45 cited
  • 2016TESTING FOR CHANGES IN KENDALL’S TAU45 cited
  • 2010Change-Point Problems: Bibliography and Review26 cited
  • 2002Rates of convergence for U-statistic processes and their bootstrapped versions24 cited
  • 2010Retrospective Change Point Detection: From Parametric to Distribution Free Policies20 cited
  • 2013Robust Change Point Analysis15 cited
  • 2020Convergence of U-processes in Hölder spaces with application to robust detection of a changed segment14 cited
  • 2021Sequential change point tests based on U‐statistics12 cited
  • 2012Testing for Changes in the Rank Correlation of Time Series12 cited

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2022
A robust bootstrap change point test for high-dimensional location parameter
11 cited
  • 2008Asymptotics of Studentized U-type processes for changepoint problems11 cited