Asymptotics of Studentized \(U\)-type processes for changepoint problems (Q1046771): Difference between revisions
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| Language | Label | Description | Also known as |
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| English | Asymptotics of Studentized \(U\)-type processes for changepoint problems |
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Asymptotics of Studentized \(U\)-type processes for changepoint problems (English)
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28 December 2009
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The authors deal with weighted approximations for Studentized \(U\)-statistics type processes with symmetric or antisymmetric kernels. They only assume that the distribution of the projection variate is in the domain of attraction of the normal law. The usual second moment assumption \(E\left[h\left( X_{1},X_{2}\right) \right] ^{2}<\infty \) also is relaxed in both cases. The results obtained can be used for testing the null hypothesis of having \ a random sample versus the alternative of having a change in distribution in the sequence.
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weighted approximations in probability
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functional limit theorems
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\(U\)-statistics type processes
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Studentization
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change in distribution
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symmetric and antisymmetric kernels
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Gaussian processes
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