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Erschienen in:
1997 | OriginalPaper | Buchkapitel
Limit Theorems for M-Processes Via Rank Statistics Processes
verfasst von : M. Hušková
Erschienen in: Advances in Combinatorial Methods and Applications to Probability and Statistics
Verlag: Birkhäuser Boston
Enthalten in: Professional Book Archive
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The purpose of this paper is to study limit behavior of processes related to M-estimators using certain properties of related rank statistics processes proved in Hušková (1996b). The results are then employed to obtain the limit distribution of M-statistics for change point problem, particularly, to get the limit behavior of the test statistics for detection of a change and limit behavior of estimators of the change.