\(U\)-statistics for change under alternatives

DOI10.1006/jmva.2000.1945zbMath1009.62035OpenAlexW2063373005MaRDI QIDQ5943597

Edit Gombay

Publication date: 5 May 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2000.1945

zbMATH Keywords

change-point estimatorprojectionU-statisticslaw of iterated logarithmdegenerate kernelsnondegenerate kernels

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Related Items (14)

U-Statistics in Sequential Tests and Change Detection ⋮ A robust bootstrap change point test for high-dimensional location parameter ⋮ Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points ⋮ Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment ⋮ U-Statistic Based Modified Information Criterion for Change Point Problems ⋮ Change detection in autoregressive time series ⋮ On nonparametric change point estimator based on empirical characteristic functions ⋮ Retrospective Change Point Detection: From Parametric to Distribution Free Policies ⋮ Extensions of some classical methods in change point analysis ⋮ Density-Based Empirical Likelihood Ratio Change Point Detection Policies ⋮ Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives ⋮ Change-point problems: bibliography and review ⋮ Asymptotics of Studentized \(U\)-type processes for changepoint problems ⋮ Rates of convergence for U-statistic processes and their bootstrapped versions

Cites Work

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• Invariance principles for stochastic area and related stochastic integrals
• Invariance principles for changepoint problems
• On the invariance principle for U-statistics
• Convergence of changepoint estimators
• Change-point estimators in case of small disorders
• On the power of nonparametric changepoint-tests
• An extension of the Csörgő-Horváth functional limit theorem and its applications to changepoint problems
• Limit theorem for maximum of standardized \(U\)-statistics with an application
• Dependent central limit theorems and invariance principles
• Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximation
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• A Nonparametric Test for Change in Randomly Censored Data
• Inference about the change-point in a sequence of random variables
• Consistency and Unbiasedness of Certain Nonparametric Tests

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