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stat.ME2026
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,…
stat.ME2021
Block Length Choice for the Bootstrap of Dependent Panel Data -- a Comment on Choi and Shin (2020)
Lea Wegner, Martin Wendler
Choi and Shin (2020) have constructed a bootstrap-based test for change-points in panels with temporal and and/or cross-sectional dependence. They have compared their test to sever…