Universal sequential outlier hypothesis testing

DOI10.1080/07474946.2017.1360086zbMath1490.62110arXiv1411.7324OpenAlexW2759246051MaRDI QIDQ4596532

Sirin Nitinawarat, Yun Li, Venugopal V. Veeravalli

Publication date: 1 December 2017

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

Full work available at URL: https://arxiv.org/abs/1411.7324

zbMATH Keywords

consistencyfraud detectionoutlier detectionanomaly detectionrepeated significance testdata-driven classificationexponential consistencygeneralized likelihood testmultihypothesis sequential probability ratio testnonparametric sequential testing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Sequential statistical analysis (62L10)

Related Items (4)

Sequential probability ratio test for skew normal distribution ⋮ Sequential probability ratio test for zero inflation in counting data ⋮ Sequential controlled sensing for composite multihypothesis testing ⋮ Sequential probabilistic ratio test for the scale parameter of the \(P\)-norm distribution

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