Holmes, Mark; Kojadinovic, Ivan; Quessy, Jean-François - In: Journal of Multivariate Analysis 115 (2013) C, pp. 16-32
The nonparametric test for change-point detection proposed by Gombay and Horváth is revisited and extended in the broader setting of empirical process theory. The resulting testing procedure for potentially multivariate observations is based on a sequential generalization of the functional...