An efficient sequential nonparametric scheme for detecting a change of distribution (Q1339691)

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An efficient sequential nonparametric scheme for detecting a change of distribution
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    An efficient sequential nonparametric scheme for detecting a change of distribution (English)
    CUSUM
    Monte Carlo results
    inequalities
    rate of false alarms
    departure from the standard state
    robust method of detection
    signs
    ranks
    likelihood ratio
    changepoint detection
    asymptotic approximations
    operating characteristics
    average run lengths
    relative efficiency

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