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https://hdl.handle.net/2440/55304
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DC Field | Value | Language |
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dc.contributor.author | Li, D. | - |
dc.contributor.author | Lin, Z. | - |
dc.date.issued | 2007 | - |
dc.identifier.citation | Journal of Nonparametric Statistics, 2007; 19(1):1-12 | - |
dc.identifier.issn | 1048-5252 | - |
dc.identifier.issn | 1029-0311 | - |
dc.identifier.uri | http://hdl.handle.net/2440/55304 | - |
dc.description.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. | - |
dc.description.statementofresponsibility | Degui Li and Zhengyan Lin | - |
dc.language.iso | en | - |
dc.publisher | Gordon Breach Sci Publ Ltd | - |
dc.source.uri | http://dx.doi.org/10.1080/10485250601162245 | - |
dc.subject | Change point | - |
dc.subject | Kernel estimate of a density function | - |
dc.subject | Associated random variables | - |
dc.subject | Negatively associated random variables | - |
dc.subject | Functional central limit theorem | - |
dc.title | A nonparametric test for the change of the density function under association | - |
dc.type | Journal article | - |
dc.identifier.doi | 10.1080/10485250601162245 | - |
pubs.publication-status | Published | - |
Appears in Collections: | Aurora harvest 5 Economics publications |
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