Change-Point Analysis Based on Empirical Characteristic Functions of Ranks

DOI10.1080/07474940600934888zbMath1104.62050OpenAlexW1964392557MaRDI QIDQ3423606

Simos G. Meintanis, Marie Hušková

Publication date: 14 February 2007

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940600934888

zbMATH Keywords

ranksempirical characteristic functionchange-point analysis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Functional limit theorems; invariance principles (60F17)

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