Some asymptotic results for the integrated empirical process with applications to statistical tests

DOI10.1080/03610926.2015.1060346zbMath1368.62121arXiv1505.07345OpenAlexW3101123298MaRDI QIDQ4976216

Salim Bouzebda, Sergio Alvarez-Andrade, Aimé Lachal

Publication date: 27 July 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.07345

zbMATH Keywords

hypothesis testingBrownian bridgerates of convergencelocal timegoodness-of-fitchange-pointintegrated empirical processtwo-sample problemKiefer process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Local efficiency of integrated goodness-of-fit tests under skew alternatives ⋮ On the strong approximation of the non-overlapping \(k\)-spacings process with application to the moment convergence rates ⋮ 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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
• Strong approximations in a charged-polymer model
• A new approach to strong embeddings
• Rates of convergence to Brownian local time
• Approximations of the empirical process when parameters are estimated
• Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
• Approximation theorems for independent and weakly dependent random vectors
• Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
• On the strong approximation of bootstrapped empirical copula processes with applications
• Darling-Erdős limit results for change-point detection in panel data
• Quantile coupling inequalities and their applications
• An iterated logarithm law for local time
• \(K\)-sample problem using strong approximations of empirical copula processes
• Extensions of some classical methods in change point analysis
• Weak convergence of the sample distribution function when parameters are estimated
• Empirical processes with estimated parameters under auxiliary information
• A note on goodness-of-fit statistics with asymptotically normal distributions
• Structural breaks in time series
• New two-sample tests based on the integrated empirical copula processes
• THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Asymptotic distributions of weighted pontograms under contiguous alternatives
• An approximation of partial sums of independent RV's, and the sample DF. II
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Two-Sample Tests Based on the Integrated Empirical Process
• A new approach to goodness-of-fit testing based on the integrated empirical process^*
• Approximation for bootstrapped empirical processes
• Testing the Equality of Multivariate Distributions Using the Bootstrap and Integrated Empirical Processes
• Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes

This page was built for publication: Some asymptotic results for the integrated empirical process with applications to statistical tests