Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes

DOI10.1080/07474946.2014.916930zbMath1319.62094OpenAlexW2014578687MaRDI QIDQ5495766

Sergio Alvarez-Andrade, Salim Bouzebda

Publication date: 7 August 2014

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2014.916930

zbMATH Keywords

bootstrapexchangeabilitystrong approximationBrownian bridgesnonparametric inferenceuniform consistencychange-pointsKiefer processeskernel-type-estimator\(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plotsquantile and empirical processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Nonparametric statistical resampling methods (62G09) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Exchangeability for stochastic processes (60G09)

Related Items (7)

A control chart for variance based on squared ranks ⋮ Semiparametric method for detecting multiple change points model in financial time series ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests ⋮ Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests ⋮ Some asymptotic results for the integrated empirical process with applications to statistical tests ⋮ Asymptotic properties of semiparametric \(M\)-estimators with multiple change points

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