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Data driven rank test for the change point problem

Author

Listed:
  • Jaromír Antoch
  • Marie Hušková
  • Alicja Janic
  • Teresa Ledwina

Abstract

No abstract is available for this item.

Suggested Citation

  • Jaromír Antoch & Marie Hušková & Alicja Janic & Teresa Ledwina, 2008. "Data driven rank test for the change point problem," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(1), pages 1-15, June.
    • Handle: RePEc:spr:metrik:v:68:y:2008:i:1:p:1-15
    DOI: 10.1007/s00184-007-0139-2
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    Citations

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    Cited by:

    1. Annika Betken, 2016. "Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(6), pages 785-809, November.
    2. Denys Pommeret, 2013. "A two-sample test when data are contaminated," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 501-516, November.
    3. B. Cooper Boniece & Lajos Horv'ath & Lorenzo Trapani, 2023. "On changepoint detection in functional data using empirical energy distance," Papers 2310.04853, arXiv.org.
    4. Jaromír Antoch & Jan Hanousek & Marie Hušková & Jiří Trešl, 2019. "Detekce změn v panelových datech: Změna parametrů Fama-French modelu u vybraných evropských akcií v období finanční krize [Detection of Changes in Panel Data: Change in Fama-French Model Parameters," Politická ekonomie, Prague University of Economics and Business, vol. 2019(1), pages 3-19.

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