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Nonparametric tests for change-point detection à la Gombay and Horváth
Holmes, Mark
;
Kojadinovic, Ivan
;
Quessy, Jean-François
- In:
Journal of Multivariate Analysis
115
(
2013
)
C
,
pp. 16-32
statistics based on processes indexed by lower-left orthants and
half-spaces
are considered and their performance is studied …
Persistent link: https://www.econbiz.de/10011042026
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