Accurate tests and intervals based on nonlinear cusum statistics

DOI10.1016/J.SPL.2009.07.023MaRDI QIDQ1036737zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

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• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Accurate tests and intervals based on linear cusum statistics
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Fréchet differentiability, \(p\)-variation and uniform Donsker classes
• Hadamard differentiability on \(D[0,1]^p\)
• Nonparametric confidence intervals for functions of several distributions
• On Hadamard differentiability of extended statistical functional
• On the Asymptotic Distribution of Differentiable Statistical Functions

Cited in

(7)

• A general class of CUSUM statistics
• Adjusting Cornish-Fisher expansions and confidence intervals for the effect of roundoff
• Accurate tests and intervals based on linear cusum statistics
• scientific article; zbMATH DE number 7289303 (Why is no real title available?)
• Accurate tests and intervals based on multivariate CUSUM statistics
• A note on approximating distribution functions of cusum and cusumsq tests
• CUSUM hypothesis tests and alternative response probabilities for finite Poisson trials

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