Asymptotics of Studentized U-type processes for changepoint problems
Probability
2007-11-12 v1
Abstract
This paper investigates weighted approximations for studentized -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 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.
Cite
@article{arxiv.0711.1385,
title = {Asymptotics of Studentized U-type processes for changepoint problems},
author = {Miklós Csörgő and Barbara Szyszkowicz and Qiying Wang},
journal= {arXiv preprint arXiv:0711.1385},
year = {2007}
}
Comments
19 pages