Approximations for a multivariate hybrid process with applications to change-point detection
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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.
Key wordsmultivariate empirical processes partial sums change-point detection nonparametric regression rates of convergence
2000 Mathematics Subject Classificationprimary 60F17 secondary 62G08, 62F40
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