Change-point detection based on weighted two-sample U-statistics

DOI10.1214/21-EJS1964MaRDI QIDQ2136629

Kata Vuk, Martin Wendler, Herold G. Dehling

Publication date: 11 May 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.12573

zbMATH Keywords

Wilcoxon testU-statisticsextreme value distributionshort-range dependencechange-point tests

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

A weighted U-statistic based change point test for multivariate time series

Cites Work

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