A nonparametric test for the change of the density function under association
Date
2007
Authors
Li, D.
Lin, Z.
Editors
Advisors
Journal Title
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Volume Title
Type:
Journal article
Citation
Journal of Nonparametric Statistics, 2007; 19(1):1-12
Statement of Responsibility
Degui Li and Zhengyan Lin
Conference Name
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.