Asymptotics of Studentized U-type processes for changepoint problems

DOI10.1007/S10474-008-7217-4zbMATH Open1199.60100arXiv0711.1385OpenAlexW2137670566MaRDI QIDQ1046771FDOQ1046771

Authors: Miklós Csörgo, Qiying Wang, Barbara Szyszkowicz 

Publication date: 28 December 2009

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

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.

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

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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)

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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
• On weak approximations of \(U\)-statistics
• Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems

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