U-Statistics in Sequential Tests and Change Detection

Related Items (4)

Monitoring distributional changes of squared residuals in GARCH models ⋮ Stein's method of exchangeable pairs in multivariate functional approximations ⋮ Asymptotics of Studentized $U$-type processes for changepoint problems ⋮ Functional convergence of sequential $U$-processes with size-dependent kernels

Cites Work

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A limit theorem for the maximum of normalized sums of independent random variables
Invariance principles for stochastic area and related stochastic integrals
Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis
Sequential simultaneous estimation of the mean and variance: The rate of convergence
Invariance principles for changepoint problems
On the invariance principle for U-statistics
A nonparametric control chart for detecting small disorders
Testing for change-points with rank and sign statistics
Almost sure behaviour of U-statistics and von Mises differentiable statistical functions
Asymptotic results for stopping times based on u-statistics
Convergence rates of sequential confidence intervals and tests for the mean of a u-statistic
Detection of a “Disorder” in a Wiener Process
Sequential forms of the log rank and modified Wilcoxon tests for censored data
Sequential Change-Point Detection and Estimation
The weighted sequential likelihood ratio
Stopping Time of a Rank-Order Sequential Probability Ratio Test Based on Lehmann Alternatives
SOME FURTHER REMARKS ON INEQUALITIES FOR SAMPLE SUMS
Weak Convergence of $U$-Statistics and Von Mises' Differentiable Statistical Functions
Statistical Methods Related to the Law of the Iterated Logarithm
Boundary Crossing Probabilities for the Wiener Process and Sample Sums
A Class of Statistics with Asymptotically Normal Distribution
ON A SEQUENTIAL t-TEST
ON A TWO-SIDED SEQUENTIAL t-TEST
Comparison of $U$-statistics in the change-point problem and in sequential change detection
$U$-statistics for change under alternatives
$U$-statistics for sequential change detection.

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