Asymptotics of Studentized U-type processes for changepoint problems

DOI10.1007/S10474-008-7217-4MaRDI QIDQ1046771zbMATH OpenOpenAlexFDO

Authors Miklós Csörgo, Qiying Wang, Barbara Szyszkowicz

Publication date 28 December 2009

Published in Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0711.1385

zbMATH Keywords

Gaussian processesfunctional limit theorems\(U\)-statistics type processeschange in distributionStudentizationsymmetric and antisymmetric kernelsweighted approximations in probability

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Functional limit theorems; invariance principles (60F17)

Abstract: This paper investigates weighted approximations for studentized $U$-statistics type processes, both with symmetric and antisymmetric kernels, only under the assumption that the distribution of the projection variate is in the domain of attraction of the normal law. The classical second moment condition $E|h(X_1,X_2){|}^2<infty$ is also relaxed in both cases. The results can be used for testing the null assumption of having a random sample versus the alternative that there is a change in distribution in the sequence.

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Cited in

(7)

• Change-point detection based on weighted two-sample U-statistics
• Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment
• Extreme value statistics for censored data with heavy tails under competing risks
• Studentized \(U\)-quantile processes under dependence with applications to change-point analysis
• Weighted approximations for Studentized \(U\)-statistics
• Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems
• On weak approximations of U-statistics

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