Studentized U-quantile processes under dependence with applications to change-point analysis
| dc.contributor.author | Vogel, Daniel | |
| dc.contributor.author | Wendler, Martin | |
| dc.contributor.institution | University of Aberdeen.Mathematical Science | en |
| dc.contributor.institution | University of Aberdeen.Institute for Complex Systems and Mathematical Biology (ICSMB) | en |
| dc.date.accessioned | 2017-05-30T14:00:36Z | |
| dc.date.available | 2017-05-30T14:00:36Z | |
| dc.date.issued | 2017-11-30 | |
| dc.description | Acknowledgement The research was supported by the DFG Sonderforschungsbereich 823 (Collaborative Research Center) Statistik nichtlinearer dynamischer Prozesse. The authors thank Svenja Fischer and Wei Biao Wu for providing the river Elbe discharge data set and the Argentina rainfall data set, respectively. We are very grateful to the anonymous referee for the comments, which have helped to improve and clarify this manuscript. | en |
| dc.description.status | Peer reviewed | en |
| dc.format.extent | 31 | |
| dc.format.extent | 337724 | |
| dc.identifier | 101305966 | |
| dc.identifier | 06051303-b169-4547-bcd0-3784dccc732f | |
| dc.identifier | 85019572197 | |
| dc.identifier.citation | Vogel, D & Wendler, M 2017, 'Studentized U -quantile processes under dependence with applications to change-point analysis', Bernoulli, vol. 23, no. 4B, pp. 3114-3144. https://doi.org/10.3150/16-BEJ838 | en |
| dc.identifier.doi | 10.3150/16-BEJ838 | |
| dc.identifier.iss | 4 | en |
| dc.identifier.issn | 1573-9759 | |
| dc.identifier.other | ArXiv: http://arxiv.org/abs/1503.04161v1 | |
| dc.identifier.other | ORCID: /0000-0002-6360-4077/work/77724522 | |
| dc.identifier.uri | http://hdl.handle.net/2164/8717 | |
| dc.identifier.url | http://www.scopus.com/inward/record.url?scp=85019572197&partnerID=8YFLogxK | en |
| dc.identifier.url | https://arxiv.org/abs/1503.04161 | en |
| dc.identifier.vol | 23 | en |
| dc.language.iso | eng | |
| dc.relation.ispartof | Bernoulli | en |
| dc.subject | CUSUM test | en |
| dc.subject | Hodges–Lehmann estimator | en |
| dc.subject | Long-run variance | en |
| dc.subject | Median | en |
| dc.subject | Near epoch dependence | en |
| dc.subject | Robustness | en |
| dc.subject | Weak invariance principle. | en |
| dc.subject | QA Mathematics | en |
| dc.subject | Statistics and Probability | en |
| dc.subject.lcc | QA | en |
| dc.title | Studentized U-quantile processes under dependence with applications to change-point analysis | en |
| dc.type | Journal article | en |