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Abstract. Asymptotic results are obtained for weighted empirical processes appropriate for testing whether a change-point occurs in a nonparametric regression model. Since many quantities are unspecified, the results are not distribution-free. A weighted bootstrap approach is used to approximate the limiting distributions.
AMS Subject Classification
(1991): 62N05, 62N01, 62N02; 60G44, 62E20
Keyword(s):
Change-point detection,
nonparametric regression,
strong approximations,
weighted approximations,
weighted bootstrap,
asymptotic distributions
Received May 14, 2007. (Registered under 6465/2009.)
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