An efficient sequential nonparametric scheme for detecting a change of distribution
type: Item
instance of: scholarly article
title: An efficient sequential nonparametric scheme for detecting a change of distribution
zbMATH Open document ID: 0816.62066
author: Louis Gordon
author: Moshe Pollak
published in: The Annals of Statistics
publication date: 1995-07-03T00:00:00Z
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62P30
Mathematics Subject Classification ID: 62G99
zbMATH DE Number: 699862
zbMATH Keywords: CUSUM
zbMATH Keywords: Monte Carlo results
zbMATH Keywords: inequalities
zbMATH Keywords: rate of false alarms
zbMATH Keywords: departure from the standard state
zbMATH Keywords: robust method of detection
zbMATH Keywords: signs
zbMATH Keywords: ranks
zbMATH Keywords: likelihood ratio
zbMATH Keywords: changepoint detection
zbMATH Keywords: asymptotic approximations
zbMATH Keywords: operating characteristics
zbMATH Keywords: average run lengths
zbMATH Keywords: relative efficiency
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176325495
OpenAlex ID: W2044558155
DOI: 10.1214/AOS/1176325495
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description: scientific article; zbMATH DE number 699862