Changepoint problems and contiguous alternatives

DOI10.1016/0167-7152(91)90039-TzbMath0736.62042MaRDI QIDQ1174907

Barbara Szyszkowicz

Publication date: 25 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90039-t

zbMATH Keywords

changepoint; limiting distribution; contiguous alternatives; asymptotic behaviour of U-statistics; weak convergence to Gaussian processes

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

60F05: Central limit and other weak theorems

Related Items

Asymptotic distributions of weighted compound Poisson bridges, Exponential and polynomial tailbounds for change-point estimators, The Chibisov-O'Reilly theorem for empirical processes under contiguous measures, Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives, Optimal tests for the general two-sample problem, Approximations for the time of change and the power function in change-point models, \(L_ p\)-approximations of weighted partial sum processes, Asymptotic distributions of weighted pontograms under contiguous alternatives

Cites Work

• Weighted empirical and quantile processes
• Asymptotic methods in statistical decision theory
• Invariance principles for changepoint problems
• Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
• On the weak convergence of empirical processes in sup-norm metrics
• Contiguity of Probability Measures
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