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- W2014578687 abstract "Abstract We propose nonparametric procedures 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. We introduce the bootstrapped version of ℙ-ℙ and ℚ-ℚ processes, requiring the estimation of quantile density, and obtain their limiting laws. Finally, we propose and investigate the exchangeable bootstrap of the empirical ℙ-ℙ plot and ℚ-ℚ plot processes which avoids the problem of the estimation of quantile density, which is of its own interest. These results are used for calculating p-values of the proposed test statistics. Emphasis is placed on the explanation of the strong approximation methodology." @default.
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- W2014578687 date "2014-06-12" @default.
- W2014578687 modified "2023-09-23" @default.
- W2014578687 title "Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes" @default.
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- W2014578687 doi "https://doi.org/10.1080/07474946.2014.916930" @default.
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