Image de couverture de livre

Sequential monitoring for distributional changepoint using degenerate U-statistics

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Boniece, Cooper, Horvath, Lajos, Trapani, Lorenzo
Format:	Preprint
Publié:	2025
Sujets:	Statistics Theory
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Sequential monitoring for explosive volatility regimes
par: Horvath, Lajos, et autres
Publié: (2024)

Real-time monitoring with RCA models
par: Horváth, Lajos, et autres
Publié: (2023)

Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations
par: Boniece, B. Cooper, et autres
Publié: (2022)

Debiased Kernel Estimation of Spot Volatility in the Presence of Infinite Variation Jumps
par: Boniece, B. Cooper, et autres
Publié: (2025)

Data-driven fixed-point tuning for truncated realized variations
par: Boniece, B. Cooper, et autres
Publié: (2023)

Point and interval estimators of a changepoint in stochastical dominance between two distributions
par: Kulinskaya, Elena, et autres
Publié: (2025)

Minimax rates in variance and covariance changepoint testing
par: Moen, Per August Jarval
Publié: (2024)

Sharp phase transitions in high-dimensional changepoint detection
par: Xiang, Daniel, et autres
Publié: (2024)

On high-dimensional wavelet eigenanalysis
par: Abry, Patrice, et autres
Publié: (2021)

Offline changepoint localization using a matrix of conformal p-values
par: Dandapanthula, Sanjit, et autres
Publié: (2025)

Palm distributions of superposed point processes for statistical inference
par: Beraha, Mario, et autres
Publié: (2025)

Composite goodness-of-fit test with the Kernel Stein Discrepancy and a bootstrap for degenerate U-statistics with estimated parameters
par: Brück, Florian, et autres
Publié: (2025)

Another look at Stein's method for Studentized nonlinear statistics with an application to U-statistics
par: Leung, Dennis, et autres
Publié: (2023)

The Grouped Horseshoe distribution and its statistical properties
par: He, Virginia X., et autres
Publié: (2024)

$U$-statistics on bipartite exchangeable networks
par: Minh, Tâm Le
Publié: (2021)

Hoeffding-type decomposition for $U$-statistics on bipartite networks
par: Minh, Tâm Le, et autres
Publié: (2023)

Nonuniform Berry-Esseen bounds for Studentized U-statistics
par: Leung, Dennis, et autres
Publié: (2023)

Dimension-agnostic inference using cross U-statistics
par: Kim, Ilmun, et autres
Publié: (2020)

Slow rates of approximation of U-statistics and V-statistics by quadratic forms of Gaussians
par: Huang, Kevin Han, et autres
Publié: (2024)

Asymptotic Anytime-Valid Inference for U-statistics
par: Cai, Leheng, et autres
Publié: (2026)

Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges
par: Stewart, Jonathan R.
Publié: (2024)

Gaussian Approximation for High-Dimensional $U$-statistics with Size-Dependent Kernels
par: Imai, Shunsuke, et autres
Publié: (2025)

Deviation and moment inequalities for Banach-valued $U$-statistics
par: Giraudo, Davide
Publié: (2024)

Semi-Supervised U-statistics
par: Kim, Ilmun, et autres
Publié: (2024)

Asymptotic distributions of four linear hypotheses test statistics under generalized spiked model
par: Liu, Zhijun, et autres
Publié: (2025)

Strong Gaussian approximation for U-statistics in high dimensions and beyond
par: Li, Weijia, et autres
Publié: (2026)

U-statistics of local sample moments under weak dependence
par: Dehling, Herold G., et autres
Publié: (2023)

Singularity-agnostic incomplete U-statistics for testing polynomial constraints in Gaussian covariance matrices
par: Leung, Dennis, et autres
Publié: (2024)

New generalized unit distributions based on order statistics
par: Attia, Iman Mohamed
Publié: (2025)

Convergence of the empirical two-sample $U$-statistics with $β$-mixing data
par: Dehling, Herold, et autres
Publié: (2020)

Functional central limit theorems for $U$-statistics of beta-mixing data
par: Giraudo, Davide
Publié: (2026)

Characterization of the asymptotic behavior of $U$-statistics on row-column exchangeable matrices
par: Minh, Tâm Le
Publié: (2024)

Usual stochastic orderings of the second-order statistics with dependent heterogeneous semi-parametric distribution random variables
par: Lv, Guoqiang
Publié: (2024)

Modified Greenwood statistic and its application for statistical testing
par: Skowronek, Katarzyna, et autres
Publié: (2024)

An exponential inequality for Hilbert-valued U-statistics of i.i.d. data
par: Giraudo, Davide
Publié: (2024)

Berry-Esseen theorems for the asymptotic normality of incomplete U-statistics with Bernoulli sampling
par: Leung, Dennis
Publié: (2024)

Tests for white noise via asymptotically independent U-statistics in high-dimensions
par: Xu, Yuanya
Publié: (2026)

Information-geometrical characterization of statistical models which are statistically equivalent to probability simplexes
par: Nagaoka, Hiroshi
Publié: (2017)

Semiparametric semi-supervised learning for general targets under distribution shift and decaying overlap
par: Testa, Lorenzo, et autres
Publié: (2025)

Some notes on ergodic theorem for $U$-statistics of order $m$ for stationary and not necessarily ergodic sequences
par: Giraudo, Davide
Publié: (2023)