Nonparametric tests for change-point detection à la Gombay and Horváth

Journal of Multivariate Analysis

Volumn 115, Issue , 2013, Pages 16-32

  Holmes, Mark ^a   Kojadinovic, Ivan ^b   Quessy, Jean François ^c  

^a UNIVERSITY OF AUCKLAND   (New Zealand)

^b UNIVERSITÉ DE PAU ET DES PAYS DE L'ADOUR   (France)

^c UNIVERSITÉ DU QUÉBEC À TROIS RIVIÈRES   (Canada)

Author keywords

Half spaces; Lower left orthants; Multiplier central limit theorem; Multivariate independent observations; Partial sum process

Indexed keywords

EID: 84868253305     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2012.10.004     Document Type: Article

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