Non-Parametric Quickest Mean-Change Detection

DOI10.1109/TIT.2022.3191957arXiv2108.11348OpenAlexW3194017516MaRDI QIDQ6195819

Venugopal V. Veeravalli, Unnamed Author

Publication date: 14 March 2024

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.11348

zbMATH Keywords

non-parametric methodsminimax robust detectionnon-stationary observationsquickest change detection (QCD)

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Stopping times; optimal stopping problems; gambling theory (60G40)

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