Testing for changes using permutations of U-statistics

DOI10.1016/j.jspi.2004.01.001zbMath1087.62057OpenAlexW2042344943MaRDI QIDQ707047

Marie Hušková, Lajos Horváth

Publication date: 9 February 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.01.001

zbMATH Keywords

Brownian bridgeU-statisticsChange-pointPermutationsWeighted approximation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Nonparametric statistical resampling methods (62G09)

Related Items

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Cites Work

• Invariance principles for changepoint problems
• On the power of nonparametric changepoint-tests
• Limit theorems for rank statistics
• Rates of convergence for U-statistic processes and their bootstrapped versions
• A Martingale Inequality and the Law of Large Numbers
• Optimal bounds for the Prokhorov distance of the Miller - Sen process and Brownian motion
• Permutation tests in change point analysis
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