CMStatistics 2017: Start Registration
View Submission - CMStatistics
Title: Some asymptotic results for integrated empirical processes with applications to statistical tests Authors:  Sergio Alvarez-Andrade - Universite de Technologie de Compiegne (France)
Salim Bouzebda - Universite de Technologie de Compiegne (France)
Aime Lachal - INSA de Lyon (University of Lyon) / Institut Camille Jordan (France) [presenting]
Abstract: Strong approximations of a class of integrated empirical processes are discussed. For this class, the exact rates of the approximations by a sequence of weighted Brownian bridges and a weighted Kiefer process are presented. The arguments are based in part on the famous Komlos-Major-Tusnady approximation. Applications include in particular the two-sample testing procedures together with the change-point problems.