Detecting change in a random sequence
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Publication:1100836
DOI10.1016/0047-259X(87)90181-3zbMath0641.62049MaRDI QIDQ1100836
Publication date: 1987
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(87)90181-3
consistency; empirical distribution; change point problem; recursive residuals; strong approximations; boundary crossing problems; Gaussian linear model; sequential ranks; approximation by a Kiefer process; asymptotic threshold; sequential test statistic; weighted statistics
62G10: Nonparametric hypothesis testing
62L10: Sequential statistical analysis
60F17: Functional limit theorems; invariance principles
Related Items
Asymptotic properties for the sequential CUSUM procedure, Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives, Nonparametric detection of changepoints for sequentially observed data, Change-point problems for multivariate time series using pseudo-observations, Change-point problems: bibliography and review
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