Asymptotics of Studentized U-type processes for changepoint problems
| Autor: | Qiying Wang, M. Csorgo, Barbara Szyszkowicz |
|---|---|
| Rok vydání: | 2007 |
| Předmět: |
Studentization
Studentized range 60F17 62G10 (Primary) 62E20 (Secondary) Antisymmetric relation General Mathematics 010102 general mathematics Null (mathematics) Mathematical analysis Probability (math.PR) Second moment of area 01 natural sciences 010104 statistics & probability symbols.namesake Random variate Distribution (mathematics) symbols FOS: Mathematics 0101 mathematics Gaussian process Mathematics - Probability Mathematics |
| DOI: | 10.48550/arxiv.0711.1385 |
| Popis: | This paper investigates weighted approximations for studentized $U$-statistics type processes, both with symmetric and antisymmetric kernels, only under the assumption that the distribution of the projection variate is in the domain of attraction of the normal law. The classical second moment condition $E|h(X_1,X_2)|^2 < \infty$ is also relaxed in both cases. The results can be used for testing the null assumption of having a random sample versus the alternative that there is a change in distribution in the sequence. 19 pages |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|