Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests

DOI10.1016/0304-4149(92)90044-QzbMath0753.62055OpenAlexW1969290943MaRDI QIDQ1194603

Brian J. Eastwood, Vera R. Eastwood

Publication date: 4 October 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(92)90044-q

zbMATH Keywords

percentilesGaussian processchangepoint problemsBayesian testsdistribution of Cramér-von Mises type functionalsharmonic regressionlimiting functionals

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Bayesian inference (62F15) Statistical tables (62Q05) Non-Markovian processes: hypothesis testing (62M07)

Related Items (2)

Tail behaviour of Gaussian processes with applications to the Brownian pillow. ⋮ Tests for changes under random censorship

Cites Work

• Unnamed Item
• Invariance principles for stochastic area and related stochastic integrals
• Invariance principles for changepoint problems
• On the invariance principle for U-statistics
• Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
• Limit processes for sequences of partial sums of regression residuals
• Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
• Computing the distribution of quadratic forms in normal variables

This page was built for publication: Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests