Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function
DOI10.1111/jtsa.12683arXiv2201.10311OpenAlexW4323319894MaRDI QIDQ6148342
Mark P. Holmes, Alex Verhoijsen, Ivan Kojadinovic
Publication date: 11 January 2024
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.10311
asymptotic resultschange-point detectionsequential testingopen-end monitoringtheoretical quantile estimation
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Sequential statistical methods (62L99) Inference from stochastic processes (62Mxx)
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