Retrospective and sequential tests for a change in distribution based on kolmogorov-smirnov-type statistics

DOI10.1080/07474948808836141zbMath0657.62090OpenAlexW1516226607MaRDI QIDQ3805686

Doyle L. Hawkins

Publication date: 1988

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948808836141

zbMATH Keywords

powercritical valuesreaction timeKiefer processesKolmogorov-Smirnov-type statisticspercentile points

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05) Sequential statistical analysis (62L10)

Related Items

Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests, The change-point problem for dependent observations, Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function, Sequential Nonparametric Tests for a Change in Distribution: An Application to Detecting Radiological Anomalies, Inference of change-point in single index models

Cites Work

• Approximation Theorems of Mathematical Statistics
• Sequential procedures for monltoring the parameters of the autoregressive model relative to unspecified targets
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