Approximations for a multivariate hybrid process with applications to change-point detection

DOI10.3103/S106653071002002XMaRDI QIDQ2437888zbMATH OpenFDO

Authors Murray D. Burke

Publication date 10 March 2014

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

zbMATH Keywords

nonparametric regressionchange-point detectionpartial sumsrates of convergencemultivariate empirical processes

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric regression and quantile regression (62G08) Functional limit theorems; invariance principles (60F17)

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Cites work

• scientific article; zbMATH DE number 5368562 (Why is no real title available?)
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• scientific article; zbMATH DE number 741240 (Why is no real title available?)
• scientific article; zbMATH DE number 1112657 (Why is no real title available?)
• scientific article; zbMATH DE number 868158 (Why is no real title available?)
• A large sample study of the Bayesian bootstrap
• A nonparametric test for the regression function: Asymptotic theory
• A note on strong approximations of multivariate empirical processes
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Approximations for hybrids of empirical and partial sums processes
• Comparing two failure time distributions in the presence of dependent censoring
• Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap

Cited in

(11)

• On the performance of weighted bootstrapped kernel deconvolution density estimators
• On the strong approximation of bootstrapped empirical copula processes with applications
• On complete convergence for the hybrid process
• Weighted bootstrapped kernel density estimators in two-sample problems
• A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets
• Some principles for surveillance adopted for multivariate processes with a common change point
• Asymptotic results for hybrids of empirical and partial sums processes
• On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators
• Almost sure central limit theorem for the hybrid process
• Variance estimation and change point detection for the hybrids of empirical and partial-sum processes
• On the hybrids of k-spacing empirical and partial sum processes

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