Approximating the distribution of the maximum partial sum of normal deviates
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Publication:1578215
DOI10.1016/S0378-3758(99)00203-7zbMath0964.62015WikidataQ126310572 ScholiaQ126310572MaRDI QIDQ1578215
John E. Spencer, Denis Conniffe
Publication date: 19 July 2001
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Approximations to statistical distributions (nonasymptotic) (62E17) Statistical distribution theory (62E99)
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Cites Work
- Sequential analysis. Tests and confidence intervals
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- A Combinatorial Lemma and Its Application to Probability Theory
- The Mean and Variance of the Maximum of the Adjusted Partial Sums of a Finite Number of Independent Normal Variates
- Tests for a change-point
- A simple cumulative sum type statistic for the change-point problem with zero-one observations
- An improved Bonferroni inequality and applications
- The Cusum Test with Ols Residuals
- The Expected Value of the Adjusted Rescaled Hurst Range of Independent Normal Summands
- On the expected range and expected adjusted range of partial sums of exchangeable random variables
- The Asymptotic Distribution of the Range of Sums of Independent Random Variables
- ON THE RANGE OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES
- THE VARIANCE OF THE MAXIMUM OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES
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