Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests

DOI10.1016/0304-4149(92)90044-QzbMath0753.62055MaRDI QIDQ1194603

Vera R. Eastwood, Brian J. Eastwood

Publication date: 4 October 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

percentiles; Gaussian process; changepoint problems; Bayesian tests; distribution of Cramér-von Mises type functionals; harmonic regression; limiting functionals

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

62F15: Bayesian inference

62Q05: Statistical tables

62M07: Non-Markovian processes: hypothesis testing

Related Items

Tests for changes under random censorship, Tail behaviour of Gaussian processes with applications to the Brownian pillow.

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