{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,13]],"date-time":"2026-05-13T00:23:37Z","timestamp":1778631817568,"version":"3.51.4"},"reference-count":26,"publisher":"Oxford University Press (OUP)","issue":"3","license":[{"start":{"date-parts":[[2020,3,14]],"date-time":"2020-03-14T00:00:00Z","timestamp":1584144000000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/journals\/pages\/open_access\/funder_policies\/chorus\/standard_publication_model"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2020,9,1]]},"abstract":"<jats:title>Summary<\/jats:title>\n               <jats:p>We present a robust and nonparametric test for the presence of a changepoint in a time series, based on the two-sample Hodges\u2013Lehmann estimator. We develop new limit theory for a class of statistics based on two-sample U-quantile processes in the case of short-range dependent observations. Using this theory, we derive the asymptotic distribution of our test statistic under the null hypothesis of a constant level. The proposed test shows better overall performance under normal, heavy-tailed and skewed distributions than several other modifications of the popular cumulative sums test based on U-statistics, one-sample U-quantiles or M-estimation. The new theory does not involve moment conditions, so any transform of the observed process can be used to test the stability of higher-order characteristics such as variability, skewness and kurtosis.<\/jats:p>","DOI":"10.1093\/biomet\/asaa004","type":"journal-article","created":{"date-parts":[[2020,1,21]],"date-time":"2020-01-21T20:09:34Z","timestamp":1579637374000},"page":"647-660","source":"Crossref","is-referenced-by-count":17,"title":["A robust method for shift detection in time series"],"prefix":"10.1093","volume":"107","author":[{"given":"H","family":"Dehling","sequence":"first","affiliation":[{"name":"Fakult\u00e4t f\u00fcr Mathematik, Ruhr-Universit\u00e4t Bochum, Universit\u00e4tsstra\u00dfe 150, 44780 Bochum, Germany herold.dehling@rub.de"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"R","family":"Fried","sequence":"additional","affiliation":[{"name":"Department of Statistics, TU Dortmund University, 44221 Dortmund, Germany"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"M","family":"Wendler","sequence":"additional","affiliation":[{"name":"Institut f\u00fcr Mathematische Stochastik, Otto von Guericke Universit\u00e4t Magdeburg, Universit\u00e4tsplatz 2, 39106 Magdeburg, Germany"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"286","published-online":{"date-parts":[[2020,3,14]]},"reference":[{"key":"2020081714265110900_B1","doi-asserted-by":"crossref","first-page":"577","DOI":"10.1214\/aoms\/1177699450","article-title":"A note on quantiles in large samples","volume":"37","author":"Bahadur,","year":"1966","journal-title":"Ann. 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