Approximations for a multivariate hybrid process with applications to change-point detection

Approximations for a multivariate hybrid process with applications to change-point detection

We obtain probability inequalities and almost sure rates for the approximations of the hybrids of empirical and partial sums processes in the multivariate case. Applications to weighted bootstrap empirical processes as well as to change-point detection tests for general nonparametric regression mode...

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Veröffentlicht in:Mathematical methods of statistics 2010-06, Vol.19 (2), p.121-135
1. Verfasser: Burke, M. D.
Format: Artikel
Sprache:eng
Schlagworte:
Approximation
Mathematics and Statistics
Regression analysis
Statistical Theory and Methods
Statistics
Studies
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Beschreibung
Zusammenfassung:We obtain probability inequalities and almost sure rates for the approximations of the hybrids of empirical and partial sums processes in the multivariate case. Applications to weighted bootstrap empirical processes as well as to change-point detection tests for general nonparametric regression models are discussed.
ISSN:1066-5307
1934-8045
DOI:10.3103/S106653071002002X