Nonparametric tests for change-point detection à la Gombay and Horváth
Year of publication: |
2013
|
---|---|
Authors: | Holmes, Mark ; Kojadinovic, Ivan ; Quessy, Jean-François |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 115.2013, C, p. 16-32
|
Publisher: |
Elsevier |
Subject: | Half-spaces | Lower-left orthants | Multiplier central limit theorem | Multivariate independent observations | Partial-sum process |
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