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

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25Web of Science

Keywords

Statistics & Probability

Lower-Left Orthants

Multiplier Central Limit Theorem

Partial-Sum Process

Science & Technology

Physical Sciences

Empirical Processes

Multivariate Independent Observations

Invariance-Principles