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March, 1982 Invariance Principles for Recursive Residuals
Pranab Kumar Sen
Ann. Statist. 10(1): 307-312 (March, 1982). DOI: 10.1214/aos/1176345714


A general class of recursive residuals is defined by means of lower-triangular, orthonormal transformations. For these residuals, some weak invariance principles are established under appropriate regularity conditions. The theory is then incorporated in the study of robustness of some tests for change of parameters occurring at unknown time points.


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Pranab Kumar Sen. "Invariance Principles for Recursive Residuals." Ann. Statist. 10 (1) 307 - 312, March, 1982.


Published: March, 1982
First available in Project Euclid: 12 April 2007

zbMATH: 0484.62098
MathSciNet: MR642743
Digital Object Identifier: 10.1214/aos/1176345714

Primary: 60F17
Secondary: 62F05

Keywords: Constancy of regression (location) relationship over time , CUSUM tests , Invariance principles , orthonormal transformations , recursive residuals , tightness , unknown transition points , Wiener process

Rights: Copyright © 1982 Institute of Mathematical Statistics

Vol.10 • No. 1 • March, 1982
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