Changepoint problems and contiguous alternatives
For detecting a changepoint in a random sequence of observations \(U\)- statistics can be successfully applied. The asymptotic behaviour of \(U\)- statistics based processes which are applied for detecting a changepoint has been recently studied by \textit{M. Csörgö} and \textit{L. Horváth} [J. Multivariate Anal. 27, No. 1, 151-168 (1988; Zbl 0656.62031)]. After summarizing their asymptotic results under the null hypothesis, the author studies the limiting distribution of the processes in question under contiguous alternatives. Weak convergence to Gaussian processes has been shown.
- Asymptotic methods in statistical decision theory
- Contiguity of Probability Measures
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
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- 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
- Weighted empirical and quantile processes
- Asymptotics of Studentized \(U\)-type processes for changepoint problems
- Invariance principles for changepoint problems
- The Chibisov-O'Reilly theorem for empirical processes under contiguous measures
- Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
- Change point tests based on U-statistics with applications in reliability
- Optimal tests for the general two-sample problem
- Approximations for the time of change and the power function in change-point models
- \(L_ p\)-approximations of weighted partial sum processes
- On \(L^2\) space approach to change point problems
- U-Statistics in Sequential Tests and Change Detection
- U-Statistic Based Modified Information Criterion for Change Point Problems
- scientific article; zbMATH DE number 50971 (Why is no real title available?)
- Asymptotic distributions of weighted pontograms under contiguous alternatives
- scientific article; zbMATH DE number 2152214 (Why is no real title available?)
- Changepoint Problems Under Random Censorship
- Asymptotic distributions of weighted compound Poisson bridges
- Exponential and polynomial tailbounds for change-point estimators
- Comparison of U-statistics in the change-point problem and in sequential change detection
- On testing for \textit{weak change} in the conditional mean of a class of nonlinear heteroscedastic models
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