A nonparametric test for the change of the density function under association

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dc.contributor.authorLi, D.
dc.contributor.authorLin, Z.
dc.date.issued2007
dc.description.abstractIn 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.statementofresponsibilityDegui Li and Zhengyan Lin
dc.identifier.citationJournal of Nonparametric Statistics, 2007; 19(1):1-12
dc.identifier.doi10.1080/10485250601162245
dc.identifier.issn1048-5252
dc.identifier.issn1029-0311
dc.identifier.urihttp://hdl.handle.net/2440/55304
dc.language.isoen
dc.publisherGordon Breach Sci Publ Ltd
dc.source.urihttps://doi.org/10.1080/10485250601162245
dc.subjectChange point
dc.subjectKernel estimate of a density function
dc.subjectAssociated random variables
dc.subjectNegatively associated random variables
dc.subjectFunctional central limit theorem
dc.titleA nonparametric test for the change of the density function under association
dc.typeJournal article
pubs.publication-statusPublished

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