Changepoint problems and contiguous alternatives

DOI10.1016/0167-7152(91)90039-TzbMath0736.62042OpenAlexW2002146376MaRDI QIDQ1174907

Barbara Szyszkowicz

Publication date: 25 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90039-t

zbMATH Keywords

changepointlimiting distributioncontiguous alternativesasymptotic behaviour of U-statisticsweak convergence to Gaussian processes

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 (8)

Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives ⋮ \(L_ p\)-approximations of weighted partial sum processes ⋮ Asymptotic distributions of weighted compound Poisson bridges ⋮ Approximations for the time of change and the power function in change-point models ⋮ Asymptotic distributions of weighted pontograms under contiguous alternatives ⋮ Exponential and polynomial tailbounds for change-point estimators ⋮ Optimal tests for the general two-sample problem ⋮ The Chibisov-O'Reilly theorem for empirical processes under contiguous measures

Cites Work

• Weighted empirical and quantile processes
• Asymptotic methods in statistical decision theory
• Invariance principles for changepoint problems
• Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
• On the weak convergence of empirical processes in sup-norm metrics
• Contiguity of Probability Measures
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