Limit theorems for rank statistics detecting gradual changes
Commentationes Mathematicae Universitatis Carolinae (2001)
- Volume: 42, Issue: 3, page 591-600
- ISSN: 0010-2628
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topSlabý, Aleš. "Limit theorems for rank statistics detecting gradual changes." Commentationes Mathematicae Universitatis Carolinae 42.3 (2001): 591-600. <http://eudml.org/doc/248775>.
@article{Slabý2001,
abstract = {The purpose of the paper is to investigate weak asymptotic behaviour of rank statistics proposed for detection of gradual changes, linear trends in particular. The considered statistics can be used for various test procedures. The fundaments of the proofs are formed by results of Hušková [4] and Jarušková [5].},
author = {Slabý, Aleš},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {gradual type of change; location model; rank statistics; weighted suprema; limit theorems; change point problem; location model; gradual change; rank statistics},
language = {eng},
number = {3},
pages = {591-600},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Limit theorems for rank statistics detecting gradual changes},
url = {http://eudml.org/doc/248775},
volume = {42},
year = {2001},
}
TY - JOUR
AU - Slabý, Aleš
TI - Limit theorems for rank statistics detecting gradual changes
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 2001
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 42
IS - 3
SP - 591
EP - 600
AB - The purpose of the paper is to investigate weak asymptotic behaviour of rank statistics proposed for detection of gradual changes, linear trends in particular. The considered statistics can be used for various test procedures. The fundaments of the proofs are formed by results of Hušková [4] and Jarušková [5].
LA - eng
KW - gradual type of change; location model; rank statistics; weighted suprema; limit theorems; change point problem; location model; gradual change; rank statistics
UR - http://eudml.org/doc/248775
ER -
References
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- Einmahl U., A useful estimate in the multidimensional invariance principle, Probab. Theory Related Fields (1987), 76 81-101. (1987) Zbl0608.60029MR0899446
- Hájek J., Šidák Z., Theory of Rank Tests, Academia Praha (1967). (1967) MR0229351
- Hušková M., Limit theorems for rank statistics, Statist. Probab. Lett. 32 (1997), 45-55. (1997) MR1439496
- Jarušková D., Testing appearance of linear trend, J. Statist. Plann. Inference (1998), 70 263-276. (1998) MR1649939
- Leadbetter M.R., Lindgren G., Rootzén H., Extremes and Related Properties of Random Sequences and Processes, Springer-Verlag Heidelberg (1983). (1983) MR0691492
- Slabý A., Behaviour of Some Rank Statistics for Detecting Changes, in Measuring Risk in Complex Stochastic Systems (proc. conf.), Berlin, 1999 (Franke J., Härdle W., Stahl G., Eds.), Springer-Verlag, Berlin, 2000, pp.161-172. MR1752530
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