Tabulating weighted sup-norm functionals used in change-point analysis

DOI10.1080/0094965031000148703MaRDI QIDQ4826349zbMATH OpenOpenAlexFDO

Authors Markus Orasch, William Pouliot

Publication date 11 November 2004

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0094965031000148703

zbMATH Keywords

consistencysimulationsWiener processBrownian bridgechange-pointweak approximationscumulative distribution functionsno-change in the mean null-hypothesis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Statistical tables (62Q05)

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Cites work

• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• Invariance principles for changepoint problems
• Normal and stable convergence of integral functions of the empirical distribution function

Cited in

(9)

• Goodness-of-fit tests based on sup-functionals of weighted empirical processes
• Sequential change-point analysis based on weighted moving averages.
• Estimating the amount of sparsity in two-point mixture models
• A glimpse of the impact of pál erdős on probability and statistics
• Testing for change in the mean via convergence in distribution of sup-functionals of weighted tied-down partial sums processes
• Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems
• Adaptive quantile computation for Brownian bridge in change-point analysis
• Limit results for \(L^p\) functionals of weighted CUSUM processes
• scientific article; zbMATH DE number 60271 (Why is no real title available?)

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