Optimal nonparametric change point analysis
DOI10.1214/21-ejs1809zbMath1479.62076OpenAlexW3135915140MaRDI QIDQ97722
Daren Wang, Alessandro Rinaldo, Oscar Hernan Madrid Padilla, Yi Yu, Daren Wang, Yi Yu, Alessandro Rinaldo, Oscar-Hernan Madrid-Padilla
Publication date: 1 January 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/21-ejs1809
phase transitionCUSUMminimax optimalityKolmogorov-Smirnov statisticnonparametric change point analysis
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
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