Nonparametric tests for change-point detection à la Gombay and Horváth
نویسندگان
چکیده
منابع مشابه
Nonparametric tests for change-point detection à la Gombay and Horváth
The nonparametric test for change-point detection proposed by Gombay and Horváth is revisited and extended in the broader setting of empirical process theory. The resulting testing procedure for potentially multivariate observations is based on a sequential generalization of the functional multiplier central limit theorem and on modifications of Gombay and Horváth’s seminal approach that appear...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2013
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2012.10.004