On L2 space approach to change point problems

Koji Tsukuda, Yoichi Nishiyama

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

This paper deals with some change point problems based on the general theory of weak convergence in Hilbert spaces. In particular, we develop an L2 space approach to handle Anderson-Darling type statistics, which was taken for goodness of fit test problems, to change point problems for which more delicate arguments are necessary.

Original languageEnglish
Pages (from-to)46-59
Number of pages14
JournalJournal of Statistical Planning and Inference
Volume149
DOIs
Publication statusPublished - 2014
Externally publishedYes

Fingerprint

Change-point Problem
Approach Space
Hilbert spaces
Statistics
Goodness of Fit Test
Weak Convergence
Test Problems
Hilbert space
Necessary
Change point
Weak convergence
General theory
Goodness of fit test

Keywords

  • Change point problem
  • Z-estimator

ASJC Scopus subject areas

  • Statistics, Probability and Uncertainty
  • Applied Mathematics
  • Statistics and Probability

Cite this

On L2 space approach to change point problems. / Tsukuda, Koji; Nishiyama, Yoichi.

In: Journal of Statistical Planning and Inference, Vol. 149, 2014, p. 46-59.

Research output: Contribution to journalArticle

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