Scan B-statistic for kernel change-point detection

DOI10.1080/07474946.2019.1686886zbMath1430.62180arXiv1507.01279OpenAlexW3003635785MaRDI QIDQ5215363

Shuang Li, Yao Xie, Hanjun Dai, Le Song

Publication date: 10 February 2020

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

Full work available at URL: https://arxiv.org/abs/1507.01279

zbMATH Keywords

online algorithmchange-point detectionfalse-alarm controlkernel-based statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistics of extreme values; tail inference (62G32) Sequential statistical analysis (62L10)

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Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points ⋮ A note on microlocal kernel design for some slow-fast stochastic differential equations with critical transitions and application to EEG signals ⋮ A Kernel Multiple Change-point Algorithm via Model Selection ⋮ Optimal nonparametric change point analysis

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