Change-point detection based on weighted two-sample U-statistics
Author:
Affiliation:
1. Fakultät für Mathematik, Ruhr-Universität Bochum, 44780 Bochum, Germany
2. Institut für Mathematische Stochastik, Otto-von-Guericke-Universität Magdeburg, 39106 Magdeburg, Germany
Publisher
Institute of Mathematical Statistics
Subject
Statistics and Probability,Statistics, Probability and Uncertainty
Reference29 articles.
1. Antoch, J., Hušková, M. and Prášková, Z. (1997). Effect of dependence on statistics for determination of change. J. Statist. Plann. Inference 60 291–310.
2. Csörgő, M. and Horváth, L. (1988). Invariance Principles for Changepoint Problems. J. Multivariate Anal. 27 151–168.
3. Csörgő, M. and Horváth, L. (1997). Limit Theorems in Change-Point Analysis. Wiley Series in Probability and Statistics. John Wiley & Sons, Ltd., Chichester.
4. Csörgő, M., Szyszkowicz, B. and Wang, Q. (2008). Asymptotics of Studentized U-type processes for changepoint problems. Acta Math. Hungar. 121 333–357.
5. Darkhovskh, B. S. (1976). A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables. Theory Probab. Appl. 21 178–183.
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