Weak convergence of two-parameter empirical fields in change-point problems

DOI10.1007/BF00972218zbMath0714.62040MaRDI QIDQ751114

Remigijus Leipus

Publication date: 1988

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

functional limit theoremscontiguous alternativesSkorokhod spacechange-pointsequence of independent random variablestwo-parameter empirical processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Cites Work

• A Non-Parametric Approach to the Change-Point Problem
• Functional limit theorems for linear statistics from sequential ranks
• Nonparametric tests for the changepoint problem
• On the concept of contiguity
• Nonparametric statistical procedures for the changepoint problem
• Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point
• Testing and estimating change-points in time series
• Nonparametric Tests for Shift at an Unknown Time Point
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• CONTINUOUS INSPECTION SCHEMES

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