Asymptotic distributions of U-statistics to test for possible changes in the distribution will be derived when the change occurred. We will show that for all possible types of kernels, symmetric, antisymmetric, degenerate, non-degenerate, the test statistics are asymptotically normally distributed.
U-statistics for sequential change detection
โ Scribed by Edit Gombay
- Publisher
- Springer
- Year
- 2000
- Tongue
- English
- Weight
- 103 KB
- Volume
- 52
- Category
- Article
- ISSN
- 0026-1335
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