The following pages link to (Q4853819):
Displaying 23 items.
- Testing for changes using permutations of U-statistics (Q707047) (← links)
- Application of modified information criterion to multiple change point problems (Q853951) (← links)
- Multiple change-point estimation with U-statistics (Q963893) (← links)
- Asymptotics of Studentized \(U\)-type processes for changepoint problems (Q1046771) (← links)
- Invariance principles for changepoint problems (Q1110211) (← links)
- Changepoint problems and contiguous alternatives (Q1174907) (← links)
- Tests for changes under random censorship (Q1299362) (← links)
- Limit theorem for maximum of standardized \(U\)-statistics with an application (Q1354555) (← links)
- Rates of convergence for U-statistic processes and their bootstrapped versions (Q1598690) (← links)
- Stein's method of exchangeable pairs in multivariate functional approximations (Q2042859) (← links)
- Functional convergence of sequential \(U\)-processes with size-dependent kernels (Q2117455) (← links)
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
- Change-point detection based on weighted two-sample U-statistics (Q2136629) (← links)
- A robust bootstrap change point test for high-dimensional location parameter (Q2136637) (← links)
- On \(L^2\) space approach to change point problems (Q2448798) (← links)
- Multivariate Kendall's tau for change-point detection in copulas (Q2852553) (← links)
- <i>U</i>-Statistic Based Modified Information Criterion for Change Point Problems (Q3532757) (← links)
- (Q4343833) (← links)
- TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153) (← links)
- \(U\)-statistics for change under alternatives (Q5943597) (← links)
- \(U\)-statistics for sequential change detection. (Q5953805) (← links)
- A weighted U-statistic based change point test for multivariate time series (Q6157040) (← links)
- Gradual change-point analysis based on Spearman matrices for multivariate time series (Q6496582) (← links)
