Journal article

Nonparametric tests for change-point detection a la Gombay and Horvath

Mark Holmes, Ivan Kojadinovic, Jean-Francois Quessy

Journal of Multivariate Analysis | ELSEVIER INC | Published : 2013

DOI: 10.1016/j.jmva.2012.10.004

University of Melbourne Researchers

Mark Holmes Author Mathematics and Statistics

Citation metrics

34Web of Science

Keywords

Lower-Left Orthants

Invariance-Principles

Partial-Sum Process

Statistics & Probability

Science & Technology

Physical Sciences

Multivariate Independent Observations

Multiplier Central Limit Theorem