Monitoring for a change point in a sequence of distributions
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Publication:2054495
DOI10.1214/20-AOS2036zbMath1480.62082MaRDI QIDQ2054495
Lajos Horváth, Shixuan Wang, Piotr S. Kokoszka
Publication date: 3 December 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/annals-of-statistics/volume-49/issue-4/Monitoring-for-a-change-point-in-a-sequence-of-distributions/10.1214/20-AOS2036.full
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Order statistics; empirical distribution functions (62G30) Sequential statistical analysis (62L10)
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