Tabulating weighted sup-norm functionals used in change-point analysis

DOI10.1080/0094965031000148703zbMath1052.62049OpenAlexW2111144266MaRDI QIDQ4826349

William Pouliot, Markus Orasch

Publication date: 11 November 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0094965031000148703

zbMATH Keywords

consistencyWiener processBrownian bridgesimulationschange-pointweak approximationscumulative distribution functionsno-change in the mean null-hypothesis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Statistical tables (62Q05)

Related Items (5)

Estimating the amount of sparsity in two-point mixture models ⋮ Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems ⋮ Goodness-of-Fit Tests Based on Sup-Functionals of Weighted Empirical Processes ⋮ A glimpse of the impact of pál erdős on probability and statistics ⋮ Adaptive quantile computation for Brownian bridge in change-point analysis

Cites Work

• Normal and stable convergence of integral functions of the empirical distribution function
• Invariance principles for changepoint problems
• Unnamed Item

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