Approximations for a multivariate hybrid process with applications to change-point detection
DOI10.3103/S106653071002002XzbMATH Open1282.60038MaRDI QIDQ2437888FDOQ2437888
Authors: Murray D. Burke 
Publication date: 10 March 2014
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
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Cites Work
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap
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- Approximations for hybrids of empirical and partial sums processes
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- A nonparametric test for the regression function: Asymptotic theory
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- A note on strong approximations of multivariate empirical processes
- A large sample study of the Bayesian bootstrap
- Comparing two failure time distributions in the presence of dependent censoring
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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
- Some principles for surveillance adopted for multivariate processes with a common change point
- A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets
- 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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