Limit theorem for maximum of standardized U-statistics with an application

• 成果类型: Article
• 署名作者: Horvath, L; Shao, QM
• 署名单位: University of Oregon
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1069362321
• 发表日期: 1996
• 页码: 2266-2279
• 关键词: changepoint problems; change-point; tests; estimators

摘要

We show that the maximally selected standardized U-statistic goes in distribution to an infinite sum of weighted chi-square random variables in the degenerate case. The result is applied to the detection of possible changes in the distribution of a sequence observation.