Asymptotic and Methodological Statistics

Edited by Daniel Hlubinka (), Šárka Hudecová (), Matúš Maciak () and Michal Pešta ()

in Springer Books from Springer

Date: 2026
ISBN: 978-3-032-07178-1
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Chapters in this book:

Ch Chapter 1 On Epidemic Change Point Detection Under Strong Mixing Conditions

István Berkes and Siegfried Hörmann

Ch Chapter 10 Detection Changes in a Linear Dynamic Panel Data Model

Zuzana Prášková

Ch Chapter 11 A Weighted Regression Approach to Break-Point Detection in Panel Data

Charl Pretorius and Heinrich Roodt

Ch Chapter 12 A Change or Not a Change—A Review on Some Joint Work with Marie Hušková

Josef G. Steinebach

Ch Chapter 13 Some Non-asymptotic Rank Tests for Change Points in Regression

Silvelyn Zwanzig and Rauf Ahmad

Ch Chapter 14 Specification Tests for the Error–Law in Vector Multiplicative Errors Models

Šárka Hudecová and Simos G. Meintanis

Ch Chapter 15 Mahalanobis Distance and General Linear Hypotheses in Linear Models

Paul Janssen, Luc Duchateau and Noël Veraverbeke

Ch Chapter 16 Goodness-of-Fit Testing for the Error Distribution in Functional Linear Models

Natalie Neumeyer and Leonie Selk

Ch Chapter 17 Cartesian Statistics on Spheres

Rudolf Beran

Ch Chapter 18 Diagnostic Tools for Exploring Differences in Distributional Properties Between Two Samples: Nonparametric Approach

Bogdan Ćmiel and Teresa Ledwina

Ch Chapter 19 Nonparametric Error Variance Estimation in Regression: A Review

Irène Gijbels

Ch Chapter 2 Change Point Analysis for Polynomial Trends in Functional Time Series

Rohit Gajendragadkar and Gregory Rice

Ch Chapter 20 Outliers and Related Problems

Lev B. Klebanov, Jaromír Antoch and Ashot V. Kakosyan

Ch Chapter 21 Maximum Likelihood Estimation of a General Mixing Distribution: Variations on Parametric Domains

Ivan Mizera

Ch Chapter 22 New Asymptotic Results for Bernstein Estimators for Conditional Copulas

Noël Veraverbeke

Ch Chapter 3 A Model-Free Test of the Time-Reversibility of Climate Change Processes

Yuichi Goto and Marc Hallin

Ch Chapter 4 Detecting Changes in the Regression Parameter of AR(1) and RCA(1) Processes with Changing Errors

Lajos Horváth

Ch Chapter 5 Behavior of Pešta-Wendler Estimate of Change Point

Daniela Jarušková

Ch Chapter 6 Structural Break Tests in Dependent Functional Linear Models

Tianke Li and Alexander Aue

Ch Chapter 7 On the Use of U-statistics in Change Point Testing

Claudia Kirch and Martin Wendler

Ch Chapter 8 Changepoint in Panel Data: CUSUM Statistics Under Different Asymptotics

Matúš Maciak

Ch Chapter 9 SVD-Bootstrap for Detection of Tensor Changes

Barbora Peštová, Michal Pešta and Martin Romaňák

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DOI: 10.1007/978-3-032-07178-1

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