Mean shift testing in correlated data
By Michael C. Robbins, Colin M. Gallagher, Robert B. Lund, Alexander Aue. 2011
91 citations recorded by the source corpus.
Subfields: Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/1ce972c49f97e0706bbd82c0f0e81c41398af4ab
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Lajos Horv'ath
- Alexander Aue
- Gregory Rice
- Piotr Kokoszka
- Matthew Reimherr
- Xianyang Zhang
- S. Ling
- Christian Francq
In Statistics and Probability
- Alexander Aue
- Lajos Horv'ath
- Gregory Rice
- Matthew Reimherr
- Piotr Kokoszka
- Marie Husková
- Haeran Cho
- Claudia Kirch
Citations in the corpus
- Changepoints in the North Atlantic Tropical Cyclone Record (2011, unknown): “Further simulations in Robbins et al. (2011) demonstrate that asymptotic changepoint tests similar to the ones used in this article tend to be conservative.”
- Structural breaks in time series (2013, methodology): “The distribution of M has been tabulated, for example in Shorack and Wellner (1986), and can therefore be used to construct tests that hold a pre-specified asymptotic level a.”