Limit theorems for runs based on `small spacings'

DOI10.1016/J.SPL.2010.09.018MaRDI QIDQ618005zbMATH OpenOpenAlexFDO

Authors A. Stepanov

Publication date 14 January 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.09.018

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30)

Review text

The following type of runs was proposed by Erylmaz and Stepanov (2008): a sequence of spacings forms a run if the lengths of these spacings do not exceed \(\epsilon > 0\). Asymptotic properties of these spacings were investigated and a statistical test proposed by them. In the present paper, the research on these runs is continued; limit theorems are derived for the total number of runs and for the longest run. A procedure based on these runs is proposed to test for the uniformity or exponentiality of the underlying distribution.

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Cites work

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Cited in

(4)

• Some limit theorems of runs to the continuous‐valued sequence
• Runs based on records: their distributional properties and an application to testing for dispersive ordering
• Asymptotic results for runs and empirical cumulative entropies
• scientific article; zbMATH DE number 7444241 (Why is no real title available?)

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