4 papers
Resampling simplicial depth
Carsten Jentsch, Stanislav Nagy, Martin Wendler
The simplicial depth (SD) is a commonly used indicator of the centrality of points with respect to distributions on . Asymptotic theory for the…
First versus full or first versus last: U-statistic change-point tests under fixed and local alternatives
Herold Dehling, Daniel Vogel, Martin Wendler
The use of U-statistics in the change-point context has received considerable attention in the literature. We compare two approaches of constructing CUSUM-type change-point tests,…
Fully Functional Weighted Testing for Abrupt and Gradual Location Changes in Functional Time Series
Claudia Kirch, Hedvika Ranošová, Martin Wendler
Change point tests for abrupt changes in the mean of functional data, i.e., random elements in infinite-dimensional Hilbert spaces, are either based on dimension reduction techniqu…
Functional Sieve Bootstrap for the Partial Sum Process with Application to Change-Point Detection
Efstathios Paparoditis, Lea Wegner, Martin Wendler
This paper applies the functional sieve bootstrap (FSB) to estimate the distribution of the partial sum process for time series stemming from a weakly stationary functional process…