Abrupt change in mean using block bootstrap and avoiding variance estimation - Peštová, Barbora; Pešta, Michal (Computational statistics, 2018)
Keywords: Bootstrap method; Computer simulation; Computing time; Economic Theory/Quantitative Economics/Mathematical Methods; Mathematics and Statistics; Maxima; Null hypothesis; Original Paper; Probability and Statistics in Computer Science; Probability Theory and Stochastic Processes; Statistical analysis; Statistical methods; Statistical tests; Statistics; Variance; Hypothesis testing; Change point; Robustness; Block bootstrap; Change in mean; Ratio type statistics