Testing for change in the mean via convergence in distribution of sup-functionals of weighted tied-down partial sums processes

DOI10.3103/S1066530716030054MaRDI QIDQ2396744zbMATH OpenOpenAlexFDO

Authors Yuliya V. Martsynyuk

Publication date 24 May 2017

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1066530716030054

zbMATH Keywords

nonparametric testchange in the meansup-functionalweighted tied-down partial sums processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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• A glimpse of the impact of pál erdős on probability and statistics
• Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems
• On the weak convergence of empirical processes in sup-norm metrics
• Weighted empirical and quantile processes

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(2)

• Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
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