Limit theorems for the union-intersection test

Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/103490

DC Field	Value
dc.title	Limit theorems for the union-intersection test
dc.contributor.author	Horváth, L.
dc.contributor.author	Shao, Q.-M.
dc.date.accessioned	2014-10-28T02:37:53Z
dc.date.available	2014-10-28T02:37:53Z
dc.date.issued	1995-04-01
dc.identifier.citation	Horváth, L.,Shao, Q.-M. (1995-04-01). Limit theorems for the union-intersection test. Journal of Statistical Planning and Inference 44 (2) : 133-148. ScholarBank@NUS Repository.
dc.identifier.issn	03783758
dc.identifier.uri	http://scholarbank.nus.edu.sg/handle/10635/103490
dc.description.abstract	We use a union-intersection-based approach for detecting possible changes in the parameters of a linear regression. The asymptotic distribution of the test statistic is obtained under the null-hypothesis. We also study the behaviour of the test under the alternative. The proofs are based on a new strong approximation of partial sums of random vectors. © 1995.
dc.source	Scopus
dc.subject	Consistency
dc.subject	Extreme-value distribution
dc.subject	Linear model
dc.subject	Strong approximation
dc.subject	Union-intersection principle
dc.type	Article
dc.contributor.department	MATHEMATICS
dc.description.sourcetitle	Journal of Statistical Planning and Inference
dc.description.volume	44
dc.description.issue	2
dc.description.page	133-148
dc.description.coden	JSPID
dc.identifier.isiut	NOT_IN_WOS
Appears in Collections:	Staff Publications

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