Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Nonparametric tests for nonstandard change-point problems

From MaRDI portal
Publication:1914273
Jump to:navigation, search

DOI10.1214/aos/1176324326zbMath0843.62054OpenAlexW2057355159MaRDI QIDQ1914273

Dietmar Ferger

Publication date: 31 July 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324326


zbMATH Keywords

bootstrapconsistencylocal powermaximizer of a two-sided random walknonstandard change-point problem


Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)


Related Items (8)

On a weighted embedding for generalized pontograms. ⋮ ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE ⋮ Off-line testing for a changed segment in the sample variance ⋮ Nonparametric tests and nested sequential sampling plans for change-point detection ⋮ Weighted Dickey-Fuller processes for detecting stationarity ⋮ Semi-parametric dynamic time series modelling with applications to detecting neural dynamics ⋮ Nonparametric monitoring of financial time series by jump-preserving control charts ⋮ Inference for single and multiple change-points in time series




This page was built for publication: Nonparametric tests for nonstandard change-point problems

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1914273&oldid=14335279"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 1 February 2024, at 15:35.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki