Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives

DOI10.1016/0304-4149(94)90125-2zbMath0799.62050OpenAlexW2063393507MaRDI QIDQ1327553

Barbara Szyszkowicz

Publication date: 17 November 1994

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90125-2

zbMATH Keywords

changepointranksindependent random variablesweight functionslimiting distributionscontiguous alternativessequential rankstwo time parameter empirical type processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Related Items (10)

On a weighted embedding for generalized pontograms. ⋮ Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests ⋮ The change-point problem for dependent observations ⋮ Rank-based change-point analysis for long-range dependent time series ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests ⋮ Some asymptotic results for the integrated empirical process with applications to statistical tests ⋮ Change-point problems: bibliography and review ⋮ Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes ⋮ Sequential block bootstrap in a Hilbert space with application to change point analysis

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