Accurate tests and intervals based on nonlinear cusum statistics

DOI10.1016/j.spl.2009.07.023zbMath1176.62044OpenAlexW4247710201MaRDI QIDQ1036737

Christopher S. Withers, Saralees Nadarajah

Publication date: 13 November 2009

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

Full work available at URL: https://doi.org/10.1016/j.spl.2009.07.023

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: hypothesis testing (62M07)

Related Items (3)

A GENERAL CLASS OF CUSUM STATISTICS ⋮ Accurate Tests and Intervals Based on Multivariate CUSUM Statistics ⋮ Adjusting Cornish–Fisher expansions and confidence intervals for the effect of roundoff

Cites Work

• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Accurate tests and intervals based on linear cusum statistics
• Nonparametric confidence intervals for functions of several distributions
• On Hadamard differentiability of extended statistical functional
• Fréchet differentiability, \(p\)-variation and uniform Donsker classes
• Hadamard differentiability on \(D[0,1^p\)]
• On the Asymptotic Distribution of Differentiable Statistical Functions
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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