Density-based empirical likelihood ratio change point detection policies (Q3072401)
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scientific article; zbMATH DE number 5844589
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| English | Density-based empirical likelihood ratio change point detection policies |
scientific article; zbMATH DE number 5844589 |
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Density-Based Empirical Likelihood Ratio Change Point Detection Policies (English)
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3 February 2011
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change point
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CUSUM
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empirical likelihood
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nonparametric tests
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sample entropy
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Shiryayev-Roberts procedure
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tables
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0.8526901602745056
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0.8486475944519043
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0.8257558345794678
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0.8050333261489868
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0.8050333261489868
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