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https://hdl.handle.net/2440/55304
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Type: | Journal article |
Title: | A nonparametric test for the change of the density function under association |
Author: | Li, D. Lin, Z. |
Citation: | Journal of Nonparametric Statistics, 2007; 19(1):1-12 |
Publisher: | Gordon Breach Sci Publ Ltd |
Issue Date: | 2007 |
ISSN: | 1048-5252 1029-0311 |
Statement of Responsibility: | Degui Li and Zhengyan Lin |
Abstract: | In this paper, we consider the problem of testing for a change of the marginal density of a strictly stationary sequence Xn, n≥1, which is either associated or negatively associated. The test statistic is constructed based on the sequential kernel estimate of the density function. We first establish a functional central limit theorem for the kernel density estimator under appropriate conditions. Then, we show that the limiting distribution of the test statistic is a functional of independent Brownian bridges. |
Keywords: | Change point Kernel estimate of a density function Associated random variables Negatively associated random variables Functional central limit theorem |
DOI: | 10.1080/10485250601162245 |
Published version: | http://dx.doi.org/10.1080/10485250601162245 |
Appears in Collections: | Aurora harvest 5 Economics publications |
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