Detection of slightly expressed changes in random environment

DOI10.3103/S1066530710040034zbMath1282.62099OpenAlexW2079429131MaRDI QIDQ2437989

Alexander Korostelev, V. Holdai

Publication date: 10 March 2014

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530710040034

zbMATH Keywords

random permutationsasymptotic rate of convergencenonparametric change point

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Asymptotic efficient estimation of the change point with unknown distributions
• Cramér-type large deviations for samples from a finite population
• Sequential analysis. Tests and confidence intervals
• Nonparametric change-point estimation
• Change-points in nonparametric regression analysis
• Optimal change-point estimation from indirect observations
• Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
• On Minimax Estimation of a Discontinuous Signal
• Optimal Stopping Rules

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