The application of multi-attribute utility theory whose aggregation process is based on the Choquet integral requires the prior identification of a capacity. The main approaches to capacity identification proposed in the literature are reviewed and their advantages and inconveniences are...

Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes better, a test is introduced based on a recently studied...

The nonparametric test for change-point detection proposed by Gombay and Horváth is revisited and extended in the broader setting of empirical process theory. The resulting testing procedure for potentially multivariate observations is based on a sequential generalization of the functional...