Abstract
We introduce a number of weighted partial sum processes of which certain sup-norm functionals may be used, for example, to detect changes in the mean of independent observations. Their limiting distributions are derived
mathematically, simulated and then tabulated. With this information, a detailed numerical investigation of the power of these functionals is carried out.
mathematically, simulated and then tabulated. With this information, a detailed numerical investigation of the power of these functionals is carried out.
| Original language | English |
|---|---|
| Pages (from-to) | 249-276 |
| Number of pages | 28 |
| Journal | Journal of Statistical Computation and Simulation |
| Volume | 74 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - Apr 2004 |