Testing for changes using permutations of U-statistics
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Publication:707047
DOI10.1016/j.jspi.2004.01.001zbMath1087.62057OpenAlexW2042344943MaRDI QIDQ707047
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
Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Nonparametric statistical resampling methods (62G09)
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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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