Contributions to the Theory of Goodness-of-Fit Testing and Change Point Detection
Has parts
Paper 1: Bo Henry Lindqvist, Rasmus Erlemann and Gunnar Taraldsen. Conditional Monte Carlo Revisited. https://arxiv.org/abs/2010.07065Paper 2: Rasmus Erlemann and Bo Henry Lindqvist. Conditional Goodness-of-Fit Tests for Discrete Distributions. https://arxiv.org/abs/2010.03891
Paper 3: Rasmus Erlemann, Richard Lockhart and Rihan Yao. Cramér-von Mises Tests for Change Points. https://arxiv.org/abs/2010.07072