English

Asymptotics of Studentized U-type processes for changepoint problems

Probability 2007-11-12 v1

Abstract

This paper investigates weighted approximations for studentized UU-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 Eh(X1,X2)2<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.

Keywords

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

R2 v1 2026-06-21T09:41:34.876Z