Asymptotic distributions of weighted pontograms under contiguous alternatives

DOI10.1017/S0305004100071097zbMATH Open0815.60022MaRDI QIDQ4035894FDOQ4035894

Authors: Barbara Szyszkowicz 

Publication date: 16 May 1993

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

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zbMATH Keywords

Gaussian processesPoisson processchange-point alternativeexponential limit distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cites Work

• Weighted empirical and quantile processes
• Asymptotic methods in statistical decision theory
• Alignments in two-dimensional random sets of points
• Invariance principles for changepoint problems
• On the weak convergence of empirical processes in sup-norm metrics
• Title not available (Why is that?)
• On the distributions of \(L_ p\) norms of weighted uniform empirical and quantile processes
• Changepoint problems and contiguous alternatives

Cited In (10)

• \(L_ p\)-approximations of weighted partial sum processes
• ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
• On a weighted embedding for generalized pontograms.
• Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes
• Some asymptotic results for the integrated empirical process with applications to statistical tests
• Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
• Some recent developments concerning asymptotic distributions of pontograms
• On a weighted embedding for pontograms
• Some applications of the strong approximation of the integrated empirical copula processes

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