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Change-Point Detection under Dependence Based on Two-Sample U-Statistics

Change-Point Detection under Dependence Based on Two-Sample U-Statistics

9 April 2013
H. Dehling
R. Fried
I. García
Martin Wendler
ArXiv (abs)PDFHTML

Papers citing "Change-Point Detection under Dependence Based on Two-Sample U-Statistics"

16 / 16 papers shown
Title
Power of Weighted Test Statistics for Structural Change in Time Series
Power of Weighted Test Statistics for Structural Change in Time Series
H. Dehling
Kata Vuk
Martin Wendler
46
0
0
17 Feb 2023
Automatic Change-Point Detection in Time Series via Deep Learning
Automatic Change-Point Detection in Time Series via Deep Learning
Jie Li
Paul Fearnhead
Piotr Fryzlewicz
Teng Wang
AI4TS
72
19
0
07 Nov 2022
Robust Change-Point Detection for Functional Time Series Based on
  $U$-Statistics and Dependent Wild Bootstrap
Robust Change-Point Detection for Functional Time Series Based on UUU-Statistics and Dependent Wild Bootstrap
L. Wegner
Martin Wendler
53
11
0
03 Jun 2022
A Comparison of Single and Multiple Changepoint Techniques for Time
  Series Data
A Comparison of Single and Multiple Changepoint Techniques for Time Series Data
Xueheng Shi
C. Gallagher
R. Lund
Rebecca Killick
AI4TS
48
37
0
06 Jan 2021
Convergence of the empirical two-sample $U$-statistics with
  $β$-mixing data
Convergence of the empirical two-sample UUU-statistics with βββ-mixing data
H. Dehling
D. Giraudo
O. Sharipov
50
0
0
13 Jun 2020
Homogeneity Tests of Covariance and Change-Points Identification for
  High-Dimensional Functional Data
Homogeneity Tests of Covariance and Change-Points Identification for High-Dimensional Functional Data
Shawn Santo
Pingshou Zhong
35
0
0
05 May 2020
Change-point detection based on weighted two-sample U-statistics
Change-point detection based on weighted two-sample U-statistics
H. Dehling
Kata Vuk
Martin Wendler
46
9
0
27 Mar 2020
Asymptotic delay times of sequential tests based on U-statistics for
  early and late change points
Asymptotic delay times of sequential tests based on U-statistics for early and late change points
Claudia Kirch
Christina Stoehr
52
5
0
19 Mar 2020
Sequential change point tests based on U-statistics
Sequential change point tests based on U-statistics
Claudia Kirch
Christina Stoehr
52
14
0
18 Dec 2019
Convergence of U-Processes in Hölder Spaces with Application to Robust
  Detection of a Changed Segment
Convergence of U-Processes in Hölder Spaces with Application to Robust Detection of a Changed Segment
A. Račkauskas
Martin Wendler
37
14
0
27 Aug 2019
Robust change point tests by bounded transformations
Robust change point tests by bounded transformations
A. Dürre
R. Fried
25
2
0
15 May 2019
Robust Estimation of Change-Point Location
Robust Estimation of Change-Point Location
Carina Gerstenberger
OOD
18
0
0
09 Jan 2017
Robust change-point detection in panel data
Robust change-point detection in panel data
A. Dürre
R. Fried
43
1
0
08 Nov 2016
Scan $B$-Statistic for Kernel Change-Point Detection
Scan BBB-Statistic for Kernel Change-Point Detection
Shuang Li
Yao Xie
H. Dai
Le Song
144
110
0
05 Jul 2015
A Robust Method for Shift Detection in Time Series
A Robust Method for Shift Detection in Time Series
H. Dehling
R. Fried
Martin Wendler
TTA
82
25
0
10 Jun 2015
Dependent multiplier bootstraps for non-degenerate $U$-statistics under
  mixing conditions with applications
Dependent multiplier bootstraps for non-degenerate UUU-statistics under mixing conditions with applications
Axel Bücher
I. Kojadinovic
179
27
0
18 Dec 2014
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