Retrospective Change Point Detection: From Parametric to Distribution Free Policies (Q3577215): Difference between revisions
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Revision as of 01:31, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Retrospective Change Point Detection: From Parametric to Distribution Free Policies |
scientific article |
Statements
Retrospective Change Point Detection: From Parametric to Distribution Free Policies (English)
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5 August 2010
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change point
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CUSUM
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entropy
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likelihood ratio
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most powerful
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nonparametric likelihood
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nonparametric tests
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optimal testing
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robustness
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Shiryayev-Roberts
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