Nonparametric tests and nested sequential sampling plans for change-point detection

DOI10.1007/S10958-017-3250-6OpenAlexW2580626705MaRDI QIDQ2400053

Paul D. Feigin, Ya. P. Lumel'skii

Publication date: 25 August 2017

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-017-3250-6

zbMATH Keywords

nonparametric testschange-point detection

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Exact distribution theory in statistics (62E15) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Cites Work

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• Finite Continuous Time Markov Chains
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• Nonparametric adaptive change point estimation and on line detection

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