scientific article; zbMATH DE number 1301717

MaRDI QIDQ4246930zbMATH OpenFDO

Authors Brian J. Eastwood, Vera R. Eastwood

Publication date 16 June 1999

zbMATH Keywords

Monte Carlo estimatesfunctionals of Brownian bridges

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Monte Carlo methods (65C05) Distribution theory (60E99)

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• Goodness-of-fit tests based on sup-functionals of weighted empirical processes
• A month carlo approximation of the distributions of the maximum of various brownjan bridges
• Estimating the amount of sparsity in two-point mixture models
• Testing for change in the mean via convergence in distribution of sup-functionals of weighted tied-down partial sums processes
• Adaptive quantile computation for Brownian bridge in change-point analysis
• Simultaneous confidence bands for growth incidence curves in weighted sup-norm metrics

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