Parameter estimated standardized U-statistics
作者： Edit Gombay , Lajos Horváth
DOI: 10.1016/B978-044450083-0/50036-8
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摘要: Publisher Summary The chapter obtains limit theorems for the maximum of standardized degenerate U-statistics when parameters are estimated. limits quadratic functionals normal random variables. These results used to detect a possible change in distribution observations. Concerning classical Cramer-von Mises and Kolmogorov-Smirnov statistics, paper investigates their asymptotic distributions some unknown be estimated first. weighted empirical processes underlying is exponential parameter by sample mean.
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