Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems

DOI10.1214/13-BJPS223zbMath1304.62063arXiv1304.1370OpenAlexW2962739911MaRDI QIDQ462154

Miklós Csörgő, Zhishui Hu

Publication date: 15 October 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.1370

zbMATH Keywords

Brownian bridgeGumbel distributiondomain of attraction of the normal lawchange in the meanDarling-Erdős theoremsweighted metrics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Related Items (1)

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

Cites Work

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• Darling-Erdős theorem for self-normalized sums
• On the rate of approximations for maximum likelihood tests in change-point models
• Approximations for the time of change and the power function in change-point models
• Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
• Tabulating weighted sup-norm functionals used in change-point analysis
• Regularly Varying Sequences

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