Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment
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Publication:2208374
DOI10.1007/s00362-020-01161-9zbMath1452.62995arXiv1908.10401OpenAlexW3003281155MaRDI QIDQ2208374
Martin Wendler, Alfredas Račkauskas
Publication date: 2 November 2020
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.10401
Nonparametric hypothesis testing (62G10) Functional data analysis (62R10) Nonparametric robustness (62G35) Functional limit theorems; invariance principles (60F17)
Related Items (6)
On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations ⋮ Testing mean changes by maximal ratio statistics ⋮ Change-point detection based on weighted two-sample U-statistics ⋮ Editorial for the special issue: Change point detection ⋮ Stein's method of exchangeable pairs in multivariate functional approximations ⋮ Functional convergence of sequential \(U\)-processes with size-dependent kernels
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