Permutation tests in change point analysis

By J. Antoch, Marie Husková. 2001

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Change Point Analysis based on Empirical Characteristic Functions (2006, methodology): “These values correspond to procedures appropriate for detecting changes in location similar to the tests considered by Antoch and Huskova (2001) , among others.”
Bootstrapping Sequential Change-Point Tests (2008, methodology): “In change-point analysis this approach was first suggested by Antoch and Huskova ( 2001 ) and later pursued by others (for a recent survey confer Huskova, 2004 ).”
Bootstrapping sequential change-point tests for linear regression (2012, methodology): “In change-point analysis this approach was rst suggested by Antoch and Hu skov a [ 2 ] and later pursued by others (for a recent survey confer Hu skov a [11]).”
Bootstrapping confidence intervals for the change‐point of time series (2007, methodology): “Antoch and Hušková (2001) obtained critical values for the change-point test related to functionals of Sc(k) for H0 : m ¼ n ( no change ) vs. H1 : m n, d 6¼ 0 ( there is a change in the mean ) using permutation methods (or equivalently, bootstrap without replacement) for the independent case.”
Uniform change point tests in high dimension (2015, background): “In the univariate or multivariate case, possible way outs can be found in [2] and [36].”