Density-Based Empirical Likelihood Ratio Change Point Detection Policies
DOI10.1080/03610918.2010.512692zbMath1205.62056OpenAlexW2087783176MaRDI QIDQ3072401
Albert Vexler, Gregory Gurevich
Publication date: 3 February 2011
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2010.512692
tablesCUSUMempirical likelihoodnonparametric testschange pointsample entropyShiryayev-Roberts procedure
Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05) Approximations to statistical distributions (nonasymptotic) (62E17)
Cites Work
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