An efficient sequential nonparametric scheme for detecting a change of distribution (Q1339691)
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scientific article; zbMATH DE number 699862
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient sequential nonparametric scheme for detecting a change of distribution |
scientific article; zbMATH DE number 699862 |
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An efficient sequential nonparametric scheme for detecting a change of distribution (English)
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3 July 1995
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CUSUM
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Monte Carlo results
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inequalities
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rate of false alarms
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departure from the standard state
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robust method of detection
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signs
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ranks
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likelihood ratio
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changepoint detection
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asymptotic approximations
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operating characteristics
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average run lengths
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relative efficiency
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0.9411434
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0.92250514
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