Limit theorems for change-point detection in nonparametric regression models
Asymptotic results are obtained for weighted empirical processes appropriate for testing whether a change-point occurs in a nonparametric regression model. Since many quantities are unspecified, the results are not distribution-free. A weighted bootstrap approach is used to approximate the limiting...
Elmentve itt :
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| Dokumentumtípus: | Cikk |
| Megjelent: |
Bolyai Institute, University of Szeged
Szeged
2007
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| Sorozat: | Acta scientiarum mathematicarum
73 No. 3-4 |
| Kulcsszavak: | Matematika |
| Tárgyszavak: | |
| Online Access: | http://acta.bibl.u-szeged.hu/16218 |
| Tartalmi kivonat: | Asymptotic results are obtained for weighted empirical processes appropriate for testing whether a change-point occurs in a nonparametric regression model. Since many quantities are unspecified, the results are not distribution-free. A weighted bootstrap approach is used to approximate the limiting distributions. |
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| Terjedelem/Fizikai jellemzők: | 865-882 |
| ISSN: | 0001-6969 |