On L2 space approach to change point problems

Koji Tsukuda; Yoichi Nishiyama

doi:10.1016/j.jspi.2014.02.007

On L² space approach to change point problems

Koji Tsukuda^*, Yoichi Nishiyama

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

3 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 language	English
Pages (from-to)	46-59
Number of pages	14
Journal	Journal of Statistical Planning and Inference
Volume	149
DOIs	https://doi.org/10.1016/j.jspi.2014.02.007
Publication status	Published - 2014 Jun
Externally published	Yes

Keywords

Change point problem
Z-estimator

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty
Applied Mathematics

Access to Document

10.1016/j.jspi.2014.02.007

Cite this

@article{59764b21acd7451895957ffb09643db2,

title = "On L2 space approach to change point problems",

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.",

keywords = "Change point problem, Z-estimator",

author = "Koji Tsukuda and Yoichi Nishiyama",

note = "Funding Information: The authors thank the editor for helpful comments. The second author׳s work for this paper has been supported by Grant-in-Aid for Scientific Research (C) , 24540152 , from Japan Society for the Promotion of Science. Copyright: Copyright 2014 Elsevier B.V., All rights reserved.",

year = "2014",

month = jun,

doi = "10.1016/j.jspi.2014.02.007",

language = "English",

volume = "149",

pages = "46--59",

journal = "Journal of Statistical Planning and Inference",

issn = "0378-3758",

publisher = "Elsevier",

}

TY - JOUR

T1 - On L2 space approach to change point problems

AU - Tsukuda, Koji

AU - Nishiyama, Yoichi

N1 - Funding Information: The authors thank the editor for helpful comments. The second author׳s work for this paper has been supported by Grant-in-Aid for Scientific Research (C) , 24540152 , from Japan Society for the Promotion of Science. Copyright: Copyright 2014 Elsevier B.V., All rights reserved.

PY - 2014/6

Y1 - 2014/6

N2 - 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.

AB - 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.

KW - Change point problem

KW - Z-estimator

UR - http://www.scopus.com/inward/record.url?scp=84899896270&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84899896270&partnerID=8YFLogxK

U2 - 10.1016/j.jspi.2014.02.007

DO - 10.1016/j.jspi.2014.02.007

M3 - Article

AN - SCOPUS:84899896270

SN - 0378-3758

VL - 149

SP - 46

EP - 59

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

ER -