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Portfolio item number 1

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Portfolio item number 2

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Publications

Published in , 2015

Change-point detection based on weighted two-sample U-statistics

Published in Electronic Journal of Statistics, 2022

We investigate the large-sample behavior of change-point tests based on weighted two-sample U-statistics, in the case of short-range dependent data. Under some mild mixing conditions, we establish convergence of the test statistic to an extreme value distribution. A simulation study shows that the weighted tests are superior to the non-weighted versions when the change-point occurs near the boundary of the time interval, while they loose power in the center.

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Power of weighted test statistics for structural change in time series

Published in Electronic Journal of Statistics, 2024

This paper is about the number 2. The number 3 is left for future work.

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Publications

Published in , 1900

Talks

Published: March 01, 2012

Tutorial 1 on Relevant Topic in Your Field

Published: March 01, 2013

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Talk 2 on Relevant Topic in Your Field

Published: February 01, 2014

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Conference Proceeding talk 3 on Relevant Topic in Your Field

Published: March 01, 2014

This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.

Teaching experience 1

Undergraduate course, University 1, Department, 2014

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Teaching experience 2

Workshop, University 1, Department, 2015

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