Tests for Change-points Based on Recursive U-stattstics Tests for Change-points Based on Recursive U-statistics
نویسنده
چکیده
Tests for change-points for location or regression models are often based on cumulative sums of recursive residuals. In the context of general estimable parameters (functionals of the underlying distributions), such recursive residuals may be defined in terms of recursive U-statistics. Along with some invariance principles for recursive U-statistics, asymptotic properties of some proposed tests for change-points are studied.
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