Some asymptotic results for the integrated empirical process with applications to statistical tests (Q4976216): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3101123298 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1505.07345 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on goodness-of-fit statistics with asymptotically normal distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural breaks in time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rates of convergence to Brownian local time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation theorems for independent and weakly dependent random vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the strong approximation of bootstrapped empirical copula processes with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points / rank
 
Normal rank
Property / cites work
 
Property / cites work: New two-sample tests based on the integrated empirical copula processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(K\)-sample problem using strong approximations of empirical copula processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximations of the empirical process when parameters are estimated / rank
 
Normal rank
Property / cites work
 
Property / cites work: Darling-Erdős limit results for change-point detection in panel data / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new approach to strong embeddings / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation for bootstrapped empirical processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5434185 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariance principles in probability for triangular arrays of B-valued random vectors and some applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of the sample distribution function when parameters are estimated / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical processes with estimated parameters under auxiliary information / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new approach to goodness-of-fit testing based on the integrated empirical process<sup>*</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-Sample Tests Based on the Integrated Empirical Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extensions of some classical methods in change point analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong approximations in a charged-polymer model / rank
 
Normal rank
Property / cites work
 
Property / cites work: An iterated logarithm law for local time / rank
 
Normal rank
Property / cites work
 
Property / cites work: An approximation of partial sums of independent RV'-s, and the sample DF. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: An approximation of partial sums of independent RV's, and the sample DF. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing the Equality of Multivariate Distributions Using the Bootstrap and Integrated Empirical Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile coupling inequalities and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3395931 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic distributions of weighted pontograms under contiguous alternatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 04:15, 14 July 2024

scientific article; zbMATH DE number 6754422
Language Label Description Also known as
English
Some asymptotic results for the integrated empirical process with applications to statistical tests
scientific article; zbMATH DE number 6754422

    Statements

    Some asymptotic results for the integrated empirical process with applications to statistical tests (English)
    0 references
    0 references
    0 references
    0 references
    27 July 2017
    0 references
    integrated empirical process
    0 references
    Brownian bridge
    0 references
    Kiefer process
    0 references
    rates of convergence
    0 references
    local time
    0 references
    two-sample problem
    0 references
    hypothesis testing
    0 references
    goodness-of-fit
    0 references
    change-point
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references