Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1157030 | Stochastic Processes and their Applications | 2007 | 19 Pages |
Abstract
Theorems of approximation of Gaussian processes for the sequential empirical process of the permutations of independent random variables are established. The results are applied to simulate critical values for the functionals of sequential empirical processes used in change point analysis. The proofs are based on the properties of rank statistics and negatively associated random variables.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Lajos Horváth, Qi-Man Shao,