Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG

DOI10.1080/10485250211386zbMath1016.62054OpenAlexW1999459549MaRDI QIDQ4805744

Zouhir Hamrouni, Gerard Gregoire

Publication date: 20 August 2003

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

Full work available at URL: https://doi.org/10.1080/10485250211386

zbMATH Keywords

simulationsdetectionlocal linear regressionlocal powerchange-points

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Related Items (6)

Testing for change points in partially linear models ⋮ Nonparametric simultaneous testing for structural breaks ⋮ Bootstrap test for change-points in nonparametric regression ⋮ Testing discontinuities in nonparametric regression ⋮ Estimation of Parameters in the Joinpoint Two-Regime Regression Model ⋮ Testing for jumps in the presence of smooth changes in trends of nonstationary time series

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