Limit theorems for permutations of empirical processes with applications to change point analysis |
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| Authors: | Lajos Horvá th,Qi-Man Shao |
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| Affiliation: | 1. Department of Mathematics, University of Utah, 155 South 1440 East Salt Lake City, UT 84112-0090, USA;2. Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong;3. Department of Mathematics, University of Oregon, Eugene, OR 97403, USA |
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| Abstract: | Theorems of approximation of Gaussian processes for the sequential empirical process of the permutations of independent random variables are established. The results are applied to simulate critical values for the functionals of sequential empirical processes used in change point analysis. The proofs are based on the properties of rank statistics and negatively associated random variables. |
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| Keywords: | primary, 60F17 secondary, 62G09 |
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