Nonparametric change-point detection for two populations

DOI10.1080/07474949808836414zbMath0940.62047OpenAlexW1981342263MaRDI QIDQ4225638

Keiji Nagai

Publication date: 17 July 2000

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

Full work available at URL: https://doi.org/10.1080/07474949808836414

zbMATH Keywords

cusumranksdecoupling inequalitychange-pointtwo-sample problemaverage run lengthsequential detectionLehmann alternativeShiryayev-Roberts rule

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Nonparametric inference (62G99)

Cites Work

• Optimal detection of a change in distribution
• Average run lengths of an optimal method of detecting a change in distribution
• A nonlinear renewal theory
• On Chernoff-Savage statistics and sequential rank tests
• A renewal theorem for curved boundaries and moments of first passage times
• A nonlinear renewal theory with applications to sequential analysis II
• An efficient sequential nonparametric scheme for detecting a change of distribution
• Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution
• Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
• A robust surveillance scheme for stochastically ordered alternatives
• Stopping Time of a Rank-Order Sequential Probability Ratio Test Based on Lehmann Alternatives
• CONTINUOUS INSPECTION SCHEMES

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