Detecting change in a random sequence

DOI10.1016/0047-259X(87)90181-3zbMath0641.62049OpenAlexW1558022921MaRDI QIDQ1100836

Lajos Horváth, Miklós Csörgő

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(87)90181-3

zbMATH Keywords

consistencyempirical distributionchange point problemrecursive residualsstrong approximationsboundary crossing problemsGaussian linear modelsequential ranksapproximation by a Kiefer processasymptotic thresholdsequential test statisticweighted statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17)

Related Items (5)

Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives ⋮ Nonparametric detection of changepoints for sequentially observed data ⋮ Asymptotic properties for the sequential CUSUM procedure ⋮ Change-point problems for multivariate time series using pseudo-observations ⋮ Change-point problems: bibliography and review

Cites Work

• Unnamed Item
• Unnamed Item
• Tail behaviour for suprema of empirical processes
• An asymptotic theory for empirical reliability and concentration processes
• Nonparametric tests for the changepoint problem
• Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
• A nonparametric control chart for detecting small disorders
• The Brunn-Minkowski inequality in Gauss space
• Nonparametric statistical procedures for the changepoint problem
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Approximation Theorems of Mathematical Statistics
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Boundary Crossing Probabilities for the Wiener Process and Sample Sums

This page was built for publication: Detecting change in a random sequence