A nonparametric test for the change of the density function under association

作者：Li Degui; Lin Zhengyan^*

来源：Journal of Nonparametric Statistics, 2007, 19(1): 1-12.

DOI：10.1080/10485250601162245

• change point
• kernel estimate of a density function
• associated random variables
• negatively associated random variables
• functional central limit theorem

In this paper, we consider the problem of testing for a change of the marginal density of a strictly stationary sequence {X-n, n >= 1}, which is either associated or negatively associated. The test statistic is constructed based on the sequential kernel estimate of the density function. We first establish a functional central limit theorem for the kernel density estimator under appropriate conditions. Then, we show that the limiting distribution of the test statistic is a functional of independent Brownian bridges.

• 出版日期2007-1
• 单位浙江大学