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Volumn 128, Issue 2, 2005, Pages 351-371

Testing for changes using permutations of U-statistics

Author keywords

Brownian bridge; Change point; Permutations; U statistics; Weighted approximation

Indexed keywords


EID: 8644290143     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2004.01.001     Document Type: Article
Times cited : (28)

References (16)
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  • 2
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    • Chow, Y.S.1
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    • Invariance principles for change-point problems
    • Csörgo M. Horváth L. Invariance principles for change-point problems J. Multivariate Anal. 27 1988 151-168
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    • Csörgo, M.1    Horváth, L.2
  • 5
    • 70350341223 scopus 로고
    • Nonparametric methods for change-point problems
    • North-Holland, Amsterdam
    • Csörgo M., Horváth, L., 1988b. Nonparametric methods for change-point problems. In: Handbook of Statistics, Vol. 7. North-Holland, Amsterdam, 403-425.
    • (1988) Handbook of Statistics , vol.7 , pp. 403-425
    • Csörgo, M.1    Horváth, L.2
  • 8
    • 21844482766 scopus 로고
    • On the power of nonparametric change point tests
    • Ferger D. On the power of nonparametric change point tests Metrika 41 1994 277-292
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    • Ferger, D.1
  • 9
    • 22044432008 scopus 로고    scopus 로고
    • Optimal bounds for the Prokhorov distance of the Miller-Sen process and Brownian motion
    • Ferger D. Optimal bounds for the Prokhorov distance of the Miller-Sen process and Brownian motion Theory Probab. Appl. 42 1997 155-162
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    • Ferger, D.1
  • 10
    • 0006291134 scopus 로고
    • An application of the U-statistics to change-point analysis
    • Gombay E. Horváth L. An application of the U-statistics to change-point analysis Acta Sci. Math. (Szeged) 60 1995 345-357
    • (1995) Acta Sci. Math. (Szeged) , vol.60 , pp. 345-357
    • Gombay, E.1    Horváth, L.2
  • 11
    • 0036532190 scopus 로고    scopus 로고
    • Rates of convergence for U-statistic processes and their bootstrapped versions
    • Gombay E. Horváth L. Rates of convergence for U-statistic processes and their bootstrapped versions J. Statist. Plann. Inference 102 2002 247-272
    • (2002) J. Statist. Plann. Inference , vol.102 , pp. 247-272
    • Gombay, E.1    Horváth, L.2
  • 12
    • 0031566932 scopus 로고    scopus 로고
    • Limit theorems for rank statistics
    • Hušková M. Limit theorems for rank statistics Statist. Probab. Lett. 32 1997 45-55
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    • Hušková, M.1
  • 13
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    • Permutation tests for multiple changes
    • Husková M. Slabý A. Permutation tests for multiple changes Kybernetika 37 2002 605-622
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    • Hušková, M.1    Slabý, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.