Pages that link to "Item:Q5943597"
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The following pages link to \(U\)-statistics for change under alternatives (Q5943597):
Displaying 18 items.
- On nonparametric change point estimator based on empirical characteristic functions (Q525905) (← links)
- Asymptotics of Studentized \(U\)-type processes for changepoint problems (Q1046771) (← links)
- Invariance principles for changepoint problems (Q1110211) (← links)
- Tests for changes under random censorship (Q1299362) (← links)
- Limit theorem for maximum of standardized \(U\)-statistics with an application (Q1354555) (← links)
- Limit theorems for kernel-type estimators for the time of change (Q1582358) (← links)
- Rates of convergence for U-statistic processes and their bootstrapped versions (Q1598690) (← links)
- A robust bootstrap change point test for high-dimensional location parameter (Q2136637) (← links)
- Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points (Q2156812) (← links)
- Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment (Q2208374) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Change detection in autoregressive time series (Q2476146) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Density-Based Empirical Likelihood Ratio Change Point Detection Policies (Q3072401) (← links)
- <i>U</i>-Statistics in Sequential Tests and Change Detection (Q3155689) (← links)
- <i>U</i>-Statistic Based Modified Information Criterion for Change Point Problems (Q3532757) (← links)
- Retrospective Change Point Detection: From Parametric to Distribution Free Policies (Q3577215) (← links)
- Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives (Q5484673) (← links)
