Studentized U-quantile processes under dependence with applications to change-point analysis

摘要

Acknowledgement The research was supported by the DFG Sonderforschungsbereich 823 (Collaborative Research Center) Statistik nichtlinearer dynamischer Prozesse. The authors thank Svenja Fischer and Wei Biao Wu for providing the river Elbe discharge data set and the Argentina rainfall data set, respectively. We are very grateful to the anonymous referee for the comments, which have helped to improve and clarify this manuscript.