IDEAS home Printed from https://ideas.repec.org/a/spr/metrik/v68y2008i1p1-15.html
   My bibliography  Save this article

Data driven rank test for the change point problem

Author

Listed:
  • Jaromír Antoch
  • Marie Hušková
  • Alicja Janic
  • Teresa Ledwina

Abstract

No abstract is available for this item.

Suggested Citation

  • Jaromír Antoch & Marie Hušková & Alicja Janic & Teresa Ledwina, 2008. "Data driven rank test for the change point problem," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(1), pages 1-15, June.
  • Handle: RePEc:spr:metrik:v:68:y:2008:i:1:p:1-15
    DOI: 10.1007/s00184-007-0139-2
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00184-007-0139-2
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s00184-007-0139-2?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. B. Cooper Boniece & Lajos Horv'ath & Lorenzo Trapani, 2023. "On changepoint detection in functional data using empirical energy distance," Papers 2310.04853, arXiv.org.
    2. Annika Betken, 2016. "Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(6), pages 785-809, November.
    3. Jaromír Antoch & Jan Hanousek & Marie Hušková & Jiří Trešl, 2019. "Detekce změn v panelových datech: Změna parametrů Fama-French modelu u vybraných evropských akcií v období finanční krize [Detection of Changes in Panel Data: Change in Fama-French Model Parameters," Politická ekonomie, Prague University of Economics and Business, vol. 2019(1), pages 3-19.
    4. Denys Pommeret, 2013. "A two-sample test when data are contaminated," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 501-516, November.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metrik:v:68:y:2008:i:1:p:1-15. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.