Density-based empirical likelihood ratio change point detection policies (Q3072401)

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scientific article; zbMATH DE number 5844589
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    Density-based empirical likelihood ratio change point detection policies
    scientific article; zbMATH DE number 5844589

      Statements

      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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