Limit theorems for permutations of empirical processes with applications to change point analysis
Lajos Horvath and
Stochastic Processes and their Applications, 2007, vol. 117, issue 12, 1870-1888
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.
Keywords: Weak; convergence; Permutations; Rank; statistics; Empirical; process; Change; point; analysis; Strong; approximation (search for similar items in EconPapers)
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