Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests

DOI10.1016/0167-7152(95)00140-9zbMath0856.62045OpenAlexW2042977373MaRDI QIDQ1922134

Yanqing Sun, Ian W. McKeague

Publication date: 25 November 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00140-9

zbMATH Keywords

Gaussian random fieldschange-point analysisKiefer processKolmogorov-Smirnov statistics4-sided tied-down Brownian sheetinnovation martingaletied-down Brownian sheet

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Nonparametric hypothesis testing (62G10)

Related Items (1)

Two non parametric methods for change-point detection in distribution

Cites Work

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• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter

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