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Sequential Analysis
Design Methods and Applications
Volume 23, 2004 - Issue 1
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Original Articles

Weak Invariance Principles for Regression Rank Statistics

Pages 121-140 | Received 01 Apr 2003, Accepted 01 Sep 2003, Published online: 19 Aug 2006

References

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  • Antoch , J. and Hušková , M. 2003 . Detection of Structural Changes in Regression . Tatra Mountains Publications , 26 : 1 – 15 .
  • Antoch , J. , Hušková , M. and Jarušková , D. 2001 . “ Off-line quality control ” . In Multivariate Total Quality Control: Foundation and Recent Advances Edited by: Lauro , N.C. 1 – 86 . Heidelberg : Springer-Verlag .
  • Csörgő , M. and Horváth , L. 1997 . Limit Theorems in Change-Point Analysis 1 – 86 . New York : J. Wiley .
  • Dehling , H. 1983 . Limit theorems for sums of weakly dependent Banach space valued random variables . Z. Wahrscheinlichts. Th. , 63 : 393 – 432 .
  • Einmahl , U. 1987 . A useful estimate in multidimensional invariance principle . Probab. Theory Related Fields , 78 : 81 – 101 .
  • Hájek , J. 1961 . Some extensions of the Wald-Wolfowitz-Noether theorem . Ann. Math. Statist. , 32 : 506 – 523 .
  • Horváth , L. and Shao , Q.-M. 1995 . Limit theorems for union-intersection test . J. Statist. Plan. Infer. , 44 : 133 – 148 . [CROSSREF]
  • Hušková , M. 1997 . Limit theorems for rank statistics . Statist. Probab. Letters , 32 : 45 – 55 . [CROSSREF]
  • Hušková , M. and Picek , J. 2002 . “ M-tests for detection of structural changes in regression ” . In Statistical Data Analysis Based on the L 1-Norm and Related Methods Edited by: Dodge , Y. 213 – 229 . Basel : Birhäuser .
  • Sen , P.K. 1981 . Sequential Nonparametrics New York : J. Wiley .
  • Recommended by T. L. Lai

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