THE CUSUM TESTS WITH NONPARAMETRIC REGRESSION RESIDUALS
نویسندگان
چکیده
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Proof of (2.17) From (2.10) we have with high probability for large n and uniformly in x and y √ n(F n (x, y) − ˆ F X (x) ˆ G(y)) ≤ α n x, y + log 2 n n − G(y)α n (x, ∞) − ˆ F X (x) α n ∞, y − log 2 n n + 2C log 2 n √ n , √ n(F n (x, y) − ˆ F X (x) ˆ G(y)) ≥ α n x, y − log 2 n n − G(y)α n (x, ∞) − ˆ F X (x) α n ∞, y + log 2 n n − 2C log 2 n √ n. Set V n,0 = √ n(F n − ˆ F X ˆ G). From (2.12) and...
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ژورنال
عنوان ژورنال: JOURNAL OF THE JAPAN STATISTICAL SOCIETY
سال: 1997
ISSN: 1882-2754,1348-6365
DOI: 10.14490/jjss1995.27.45