A limit theorem for the maximum of normalized sums of independent random variables
From MaRDI portal
Publication:767081
DOI10.1215/S0012-7094-56-02313-4zbMath0070.13806OpenAlexW1583679638MaRDI QIDQ767081
Publication date: 1956
Published in: Duke Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/s0012-7094-56-02313-4
Related Items
A note on estimating the change-point of a gradually changing stochastic process, On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method, U-Statistics in Sequential Tests and Change Detection, Higher criticism for detecting sparse heterogeneous mixtures., Additive distortion measurement errors regression models with exponential calibration, Asymptotic distributions of weighted compound Poisson bridges, Change-point detection based on weighted two-sample U-statistics, A universal result in almost sure central limit theory., On sequential detection of parameter changes in linear regression, Limit theorems for the union-intersection test, A limit theorem for the maximum of normalized partial sums, Estimating the number of change-points via Schwarz' criterion, On the asymptotic distribution of the scan statistic for empirical distributions, Invariance principles for changepoint problems, Estimating the number of change points in a sequence of independent normal random variables, On the Asymptotic Distribution of the Least-Squares Estimators in Unidentifiable Models, Distribution-free tests for sparse heterogeneous mixtures, A general Darling-Erdős theorem in Euclidean space, Invariance principles for renewal processes when only moments of low order exist, Consistency of an estimator of the number of changes in binomial observations, Limits for partial maxima of Gaussian random vectors, Flexible risk-adjusted surveillance procedures for autocorrelated binary series, Darling-Erdős theorem for self-normalized sums, Uniform change point tests in high dimension, A strong approximation of self-normalized sums, The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution, Maximum likelihood ratio test for the stability of sequence of Gaussian random processes, Tail index estimation, concentration and adaptivity, Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models, High Dimensional Change Point Estimation via Sparse Projection, Editor’s special invited paper: On the efficient score vector in sequential monitoring, Extremes of weighted Brownian bridges in increasing dimension, On image segmentation using information theoretic criteria, Estimators for the Time of Change in Linear Models, Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models, A Darling-Erdős type result for stationary ellipsoids, U-Statistic Based Modified Information Criterion for Change Point Problems, Beyond HC: more sensitive tests for rare/weak alternatives, Adaptive Bayes sum test for the equality of two nonparametric functions, On infinite series of independent Ornstein-Uhlenbeck processes, Bounding the maximum of dependent random variables, Goodness-of-fit tests via phi-divergences, On the universal a.s. central limit theorem, A semiparametric maximum likelihood ratio test for the change point in copula models, Testing for Long Memory Using Penalized Splines and Adaptive Neyman Methods, Change in autoregressive processes, Almost sure versions of the Darling-Erdős theorem, Detection of structural changes in generalized linear models, Heavy-traffic extreme value limits for Erlang delay models, Extreme value distribution of a recursive-type detector in linear model, Consistent selection of the number of change-points via sample-splitting, Acknowledgment of priority, Testing constancy in varying coefficient models, Lack-of-fit Tests Based On Partial Sums of Residuals, Darling--Erd\H{o}s theorem for L\'evy processes at zero, Constructing smooth tests without estimating the eigenpairs of the limiting process, Extensions of some classical methods in change point analysis, Weighted Logrank Statistics in Sequential Tests, Goodness-of-Fit Tests Based on Sup-Functionals of Weighted Empirical Processes, Extreme value distribution for normalized sums from stationary Gaussian sequences, Stochastic bifurcation models, A glimpse of the impact of pál erdős on probability and statistics, On the asymptotic behavior of a class of nonparametric tests for a change-point problem, The Darling-Erdős theorem for sums of i.i.d. random variables, On Fan's adaptive Neyman tests for comparing two spectral densities, The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability, Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence, Approximation of the Hill estimator process, Darling-Erdős theorems for martingales, Unnamed Item, Gradual changes versus abrupt changes., Structural breaks in time series, Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law, Detecting Changes in Linear Regressions, Testing Constancy for Isotonic Regressions, An application of the maximum likelihood test to the change-point problem, On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails, Higher criticism: \(p\)-values and criticism, The likelihood ratio method for testing changes in the parameters of double exponential observations, Limit theorems for change in linear regression
