  We investigate the large-sample behavior of change-point tests based on
weighted two-sample U-statistics, in the case of short-range dependent data.
Under some mild mixing conditions, we establish convergence of the test
statistic to an extreme value distribution. A simulation study shows that the
weighted tests are superior to the non-weighted versions when the change-point
occurs near the boundary of the time interval, while they loose power in the
center.
