Asymptotics of Studentized \(U\)-type processes for changepoint problems

DOI10.1007/s10474-008-7217-4zbMath1199.60100arXiv0711.1385OpenAlexW2137670566MaRDI QIDQ1046771

Miklós Csörgő, 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

functional limit theoremsGaussian processes\(U\)-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)

Related Items (5)

Change-point detection based on weighted two-sample U-statistics ⋮ On weak approximations of \(U\)-statistics ⋮ Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems ⋮ Weighted approximations for Studentized \(U\)-statistics ⋮ Extreme value statistics for censored data with heavy tails under competing risks

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