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On the power of nonparametric changepoint-tests

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  • Dietmar Ferger

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  • Dietmar Ferger, 1994. "On the power of nonparametric changepoint-tests," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 41(1), pages 277-292, December.
    • Handle: RePEc:spr:metrik:v:41:y:1994:i:1:p:277-292
    DOI: 10.1007/BF01895324
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    Cited by:

    1. Cho, Haeran & Kirch, Claudia, 2024. "Data segmentation algorithms: Univariate mean change and beyond," Econometrics and Statistics, Elsevier, vol. 30(C), pages 76-95.
    2. Ansgar Steland, 2005. "Random Walks with Drift – A Sequential Approach," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(6), pages 917-942, November.
    3. Steland Ansgar, 2003. "NP-Optimal Kernels for Nonparametric Sequential Detection Rules," Stochastics and Quality Control, De Gruyter, vol. 18(2), pages 149-163, January.
    4. Alfredas Račkauskas & Martin Wendler, 2020. "Convergence of U-processes in Hölder spaces with application to robust detection of a changed segment," Statistical Papers, Springer, vol. 61(4), pages 1409-1435, August.
    5. Natalie Neumeyer & Ingrid Van Keilegom, 2009. "Change‐Point Tests for the Error Distribution in Non‐parametric Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(3), pages 518-541, September.
    6. Gombay, Edit, 2001. "U-Statistics for Change under Alternatives," Journal of Multivariate Analysis, Elsevier, vol. 78(1), pages 139-158, July.
    7. Holmes, Mark & Kojadinovic, Ivan & Quessy, Jean-François, 2013. "Nonparametric tests for change-point detection à la Gombay and Horváth," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 16-32.

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