Test for parameter change based on the estimator minimizing density-based divergence meas\-ures (Q2501357)
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scientific article; zbMATH DE number 5051675
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| English | Test for parameter change based on the estimator minimizing density-based divergence meas\-ures |
scientific article; zbMATH DE number 5051675 |
Statements
Test for parameter change based on the estimator minimizing density-based divergence meas\-ures (English)
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6 September 2006
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test for parameter changes
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CUSUM test
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density-based divergence measures
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robustness property
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weak convergence
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Brownian bridge
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tables
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0.8313276171684265
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0.8246341943740845
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0.7999900579452515
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0.7779018878936768
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