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 multiplie...

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Veröffentlicht in:	Journal of multivariate analysis 2013-03, Vol.115, p.16-32
Hauptverfasser:	Holmes, Mark, Kojadinovic, Ivan, Quessy, Jean-François
Format:	Artikel
Sprache:	eng
Schlagworte:	Half-spaces Lower-left orthants Mathematics Monte Carlo simulation Multiplier central limit theorem Multivariate analysis Multivariate independent observations Partial-sum process Probability Studies Test methods Theorems
Online-Zugang:	Volltext
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