Title: Some nonparametric tests for change-point detection based on the P-P and Q-Q plot processes
Authors: Salim Bouzebda - Universite de Technologie de Compiegne (France) [presenting]
Abstract: Nonparametric procedures are proposed for testing change-point by using the P-P and Q-Q plots processes. The limiting distributions of the proposed statistics are characterized under the null hypothesis of no change and also under contiguous alternatives. We give an estimator of the change-point coefficient and obtain its strong consistency. Emphasis is placed on the explanation of the strong approximation methodology.