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Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives. (English) Zbl 0799.62050

Author’s summary: Let \(X_ 1, X_ 2,\dots\) be independent random variables . We study asymptotic behaviour of two time parameter empirical type processes based on observations, ranks and sequential ranks. We introduce weight functions and derive the limiting distributions of these processes under the null hypothesis of \(X_ i\) being identically distributed, as well as under a class of contiguous alternatives which can accommodate the possible occurrence of a changepoint in the series of measurements.
Reviewer: W.Dziubdziela

MSC:

62G20 Asymptotic properties of nonparametric inference
60F17 Functional limit theorems; invariance principles
62G10 Nonparametric hypothesis testing
62G30 Order statistics; empirical distribution functions
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