Limit theorems for rank statistics detecting gradual changes
Commentationes Mathematicae Universitatis Carolinae, Tome 42 (2001) no. 3, pp. 591-600
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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].
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].
Classification :
62E20, 62G10, 62G20, 62G30
Keywords: gradual type of change; location model; rank statistics; weighted suprema; limit theorems
Keywords: gradual type of change; location model; rank statistics; weighted suprema; limit theorems
@article{CMUC_2001_42_3_a17,
author = {Slab\'y, Ale\v{s}},
title = {Limit theorems for rank statistics detecting gradual changes},
journal = {Commentationes Mathematicae Universitatis Carolinae},
pages = {591--600},
year = {2001},
volume = {42},
number = {3},
mrnumber = {1860248},
zbl = {1053.62056},
language = {en},
url = {http://geodesic.mathdoc.fr/item/CMUC_2001_42_3_a17/}
}
Slabý, Aleš. Limit theorems for rank statistics detecting gradual changes. Commentationes Mathematicae Universitatis Carolinae, Tome 42 (2001) no. 3, pp. 591-600. http://geodesic.mathdoc.fr/item/CMUC_2001_42_3_a17/