Comparative Analysis of Some Nonparametric Methods of Fastest Detection of the Moment of “Disorder” of a Random Sequence

DOI10.1137/1135096zbMath0744.62067OpenAlexW2061882116MaRDI QIDQ4712542

B. E. Brodskii, Boris S. Darkhovsky

Publication date: 25 June 1992

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135096

zbMATH Keywords

performanceCUSUMlower boundsstrong mixingchange-point problemsdecision rulefixed alternativesa.s. limitsasymptotic comparison of testshypothesis of no change

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Sequential statistical methods (62L99) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Related Items (3)

Nonparametric detection of changepoints for sequentially observed data ⋮ Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems ⋮ Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei

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