This paper deals with some change point problems based on the general theory of weak convergence in Hilbert spaces. In particular, we develop an L2 space approach to handle Anderson-Darling type statistics, which was taken for goodness of fit test problems, to change point problems for which more delicate arguments are necessary.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Applied Mathematics