Subsample scan test for multiple breaks based on self-normalization

DOI10.1080/03610926.2022.2087883MaRDI QIDQ6060902

Unnamed Author, Ji-Eun Choi

Publication date: 29 November 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

self-normalizationcanceling breakssubsample scan method

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• A CUSUM test for panel mean change detection
• A self-normalization break test for correlation matrix
• An asymptotic test for constancy of the variance under short-range dependence
• A general panel break test based on the self-normalization method
• A mean-difference test based on self-normalization for alternating regime index data sets
• A self-normalization test for correlation change
• TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
• Simple Robust Testing of Regression Hypotheses
• Unsupervised Self-Normalized Change-Point Testing for Time Series
• Testing Relevant Hypotheses in Functional Time Series via Self-Normalization
• Testing for Change Points in Time Series
• Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics
• Nonmonotonic power for tests of a mean shift in a time series§
• A nonparametric test for a constant correlation matrix

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