Limit theorems for permutations of empirical processes with applications to change point analysis

Stochastic Processes and their Applications

Volumn 117, Issue 12, 2007, Pages 1870-1888

  Horváth, Lajos ^a   Shao, Qi Man ^b,c  

^a UNIVERSITY OF UTAH   (United States)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^c UNIVERSITY OF OREGON   (United States)

Author keywords

Change point analysis; Empirical process; Permutations; Rank statistics; Strong approximation; Weak convergence

Indexed keywords

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; PROBLEM SOLVING; STATISTICAL METHODS; THEOREM PROVING;

CHANGE POINT ANALYSIS; EMPIRICAL PROCESS; GAUSSIAN PROCESSES; PERMUTATIONS; RANK STATISTICS; STRONG APPROXIMATION; WEAK CONVERGENCE;

RANDOM VARIABLES;

EID: 35448967026     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.02.006     Document Type: Article

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