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

Degui Li, Zhengyan Lin

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In this paper, we consider the problem of testing for a change of the marginal density of a strictly stationary sequence X n , na?Y1 , 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.
Original languageEnglish
Pages (from-to)1 - 12
Number of pages12
JournalJournal of Nonparametric Statistics
Issue number1
Publication statusPublished - 2007
Externally publishedYes

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