Cramér‐von Mises tests for change points

DOI10.1111/SJOS.12544zbMath1496.62080arXiv2010.07072OpenAlexW3170755510MaRDI QIDQ5043780

Richard A. Lockhart, Rasmus Erlemann, Rihan Yao

Publication date: 6 October 2022

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

Full work available at URL: https://arxiv.org/abs/2010.07072

zbMATH Keywords

asymptotic distributionMonte Carlo simulationchange point detectionCramér-von Mises two-sample testnonparametric test statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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