变点问题Studentized U-型过程的渐近性
Asymptotics of Studentized U-type processes for changepoint problems
摘要:
本文研究了学生化的$U$ -统计型过程的加权逼近,无论是对称核还是反对称核,只要假设投影变量的分布在正态律的吸引区域内。经典的二阶矩条件$E|h(X_1,X_2)|^2 < \infty$在这两种情况下也放松。结果可用于检验具有随机样本的零假设与序列中分布变化的替代假设。
英文摘要:
This paper investigates weighted approximations for studentized $U$-statistics type processes, both with symmetric and antisymmetric kernels, only under the assumption that the distribution of the projection variate is in the domain of attraction of the normal law. The classical second moment condition $E|h(X_1,X_2)|^2 < \infty$ is also relaxed in both cases. The results can be used for testing the null assumption of having a random sample versus the alternative that there is a change in distribution in the sequence.
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