Testing for change in the mean via convergence in distribution of sup-functionals of weighted tied-down partial sums processes

Abstract Let X1,..., Xn, n > 1, be nondegenerate independent chronologically ordered realvalued observables with finite means. Consider the “no-change in the mean” null hypothesis H0: X1,..., Xn is a randomsample on X with Var X <∞. We revisit the problem of nonparametric testing for H0 versus...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Martsynyuk, Yu. V. [verfasserIn]

Format:

E-Artikel

Sprache:

Englisch

Erschienen:

2016

Schlagwörter:

nonparametric test for change in the mean

“no-change in the mean” null hypothesis

“at most one change in the mean” alternative hypothesis

sup-functional of weighted tied-down partial sums processes

standard Wiener process

Brownian bridge

Übergeordnetes Werk:

Enthalten in: Mathematical methods of statistics - New York, NY : Allerton Press, 2007, 25(2016), 3 vom: Juli, Seite 219-232

Übergeordnetes Werk:

volume:25 ; year:2016 ; number:3 ; month:07 ; pages:219-232

Links:

Volltext

DOI / URN:

10.3103/S1066530716030054

Katalog-ID:

SPR02405853X

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