Limit theorem for maximum of standardized U-statistics with an application
Horváth, Lajos ; Shao, Qi-Man
Ann. Statist., Tome 24 (1996) no. 6, p. 2266-2279 / Harvested from Project Euclid
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We show that the maximally selected standardized U-statistic goes in distribution to an infinite sum of weighted chi-square random variables in the degenerate case. The result is applied to the detection of possible changes in the distribution of a sequence observation.
Publié le : 1996-10-14
Classification:  Degenerate $U$-statistic,  limit distribution,  standardized statistics,  change-point analysis,  62G20,  62G10,  60F05 
@article{1069362321,
     author = {Horv\'ath, Lajos and Shao, Qi-Man},
     title = {Limit theorem for maximum of standardized U-statistics with an application},
     journal = {Ann. Statist.},
     volume = {24},
     number = {6},
     year = {1996},
     pages = { 2266-2279},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1069362321}
}

Horváth, Lajos; Shao, Qi-Man. Limit theorem for maximum of standardized U-statistics with an application. Ann. Statist., Tome 24 (1996) no. 6, pp.  2266-2279. http://gdmltest.u-ga.fr/item/1069362321/