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2003.12573
Cited By

Change-point detection based on weighted two-sample U-statistics

v1v2v3 (latest)

Change-point detection based on weighted two-sample U-statistics

Electronic Journal of Statistics (EJS), 2020

27 March 2020

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Papers citing "Change-point detection based on weighted two-sample U-statistics"

6 / 6 papers shown

An exponential inequality for Hilbert-valued U-statistics of i.i.d. data

An exponential inequality for Hilbert-valued U-statistics of i.i.d. data

Davide Giraudo

223

0

0

18 Sep 2024

Change Point Detection with Conceptors

Change Point Detection with Conceptors

195

0

0

11 Aug 2023

The DeepCAR Method: Forecasting Time-Series Data That Have Change Points

The DeepCAR Method: Forecasting Time-Series Data That Have Change Points

Johannes Lederer

222

4

0

22 Feb 2023

Power of Weighted Test Statistics for Structural Change in Time Series

Power of Weighted Test Statistics for Structural Change in Time Series

244

1

0

17 Feb 2023

Noise-contrastive Online Change Point Detection

Noise-contrastive Online Change Point DetectionInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2022

Valeriia Shcherbakova

Uliana Vinogradova

Uliana Vinogradova

418

8

0

21 Jun 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

U

-Statistics and Dependent Wild BootstrapStatistical Papers (SP), 2022

306

14

0

03 Jun 2022

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