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Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests. (English) Zbl 0856.62045

Summary: It is shown that three important Gaussian random fields arising in statistics can be transformed to Brownian sheet. The Kiefer process, the tied-down Brownian sheet, and the 4-sided tied-down Brownian sheet are treated in this fashion. An application to change-point analysis is developed.

MSC:

62G10 Nonparametric hypothesis testing
62M40 Random fields; image analysis
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