Bootstrapping tests for breaks in mean or variance based on U-statistics

DOI10.1080/00949655.2023.2180642OpenAlexW4321605123MaRDI QIDQ6050788

Ji-Eun Choi, Unnamed Author

Publication date: 19 September 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2023.2180642

zbMATH Keywords

U-statisticsstationary bootstrappingmoving block bootstrappingautoregressive residual bootstrappingtransient breaks

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Statistics (62-XX) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

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• The jackknife and the bootstrap for general stationary observations
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• Testing stationarity of functional time series
• The Stationary Bootstrap
• Automatic Block-Length Selection for the Dependent Bootstrap
• Tests for change-points with epidemic alternatives
• Testing for Change Points in Time Series
• Nonmonotonic power for tests of a mean shift in a time series§