WEAK-CONVERGENCE OF WEIGHTED EMPIRICAL TYPE PROCESSES UNDER CONTIGUOUS AND CHANGEPOINT ALTERNATIVES

Let X1, X2, ... be independent random variables. We study asymptotic behaviour of two-time parameter empirical type processes based on observations. ranks and sequential ranks. We introduce weight functions and derive the limiting distributions of these processes under the null hypothesis of X(i) being identically distributed, as well as under a class of contiguous alternatives which can accommodate the possible occurrence of a changepoint in the series of measurements.