Abstract
We obtain probability inequalities and almost sure rates for the approximations of the hybrids of empirical and partial sums processes in the multivariate case. Applications to weighted bootstrap empirical processes as well as to change-point detection tests for general nonparametric regression models are discussed.
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Burke, M.D. Approximations for a multivariate hybrid process with applications to change-point detection. Math. Meth. Stat. 19, 121–135 (2010). https://doi.org/10.3103/S106653071002002X
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DOI: https://doi.org/10.3103/S106653071002002X
Key words
- multivariate empirical processes
- partial sums
- change-point detection
- nonparametric regression
- rates of convergence