Nonparametric Shiryaev-Roberts change-point detection procedures based on modified empirical likelihood

Cites Work

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Single change-point detection methods for small lifetime samples
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
Empirical likelihood ratio confidence regions
Optimal detection of a change in distribution
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Empirical likelihood and general estimating equations
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Sequential change-point detection when unknown parameters are present in the pre-change distribution
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Empirical likelihood ratio confidence intervals for a single functional
Transforming the empirical likelihood towards better accuracy
A new approach for open‐end sequential change point monitoring
A combined SR-CUSUM procedure for detecting common changes in panel data
An empirical likelihood-based CUSUM for on-line model change detection
On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution
SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
On Optimum Methods in Quickest Detection Problems
Procedures for Reacting to a Change in Distribution
CONTINUOUS INSPECTION SCHEMES
Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression
Bandit Change-Point Detection for Real-Time Monitoring High-Dimensional Data Under Sampling Control

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