A tail adaptive approach for change point detection

DOI10.1016/j.jmva.2018.08.010zbMath1411.62150OpenAlexW2889104583MaRDI QIDQ1755109

Bin Liu, Cheng Zhou, Xin Sheng Zhang

Publication date: 4 January 2019

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2018.08.010

zbMATH Keywords

change point testlow-cost bootstraptail adaptive testtwo-sample \(U\)-statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (2)

Real-time detection of a change-point in a linear expectile model ⋮ A weighted U-statistic based change point test for multivariate time series

Cites Work

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