Pages that link to "Item:Q2122814"

The following pages link to On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814):

Displaying 10 items.

• Testing for changes using permutations of U-statistics (Q707047) (← links)
• Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location (Q764479) (← links)
• Changepoint problems and contiguous alternatives (Q1174907) (← links)
• Change point tests based on U-statistics with applications in reliability (Q1361025) (← links)
• Change-point detection based on weighted two-sample U-statistics (Q2136629) (← links)
• \(M\)-procedures for detection of a change under weak dependence (Q2448799) (← links)
• Asymptotic change-point analysis of the dependencies in time series (Q2820738) (← links)
• Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence (Q4604008) (← links)
• A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
• A weighted U-statistic based change point test for multivariate time series (Q6157040) (← links)