Retrospective Change Point Detection: From Parametric to Distribution Free Policies (Q3577215)
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scientific article; zbMATH DE number 5763929
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| English | Retrospective Change Point Detection: From Parametric to Distribution Free Policies |
scientific article; zbMATH DE number 5763929 |
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Retrospective Change Point Detection: From Parametric to Distribution Free Policies (English)
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5 August 2010
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change point
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CUSUM
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entropy
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likelihood ratio
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most powerful
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nonparametric likelihood
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nonparametric tests
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optimal testing
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robustness
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Shiryayev-Roberts
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0.9270521
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0.88160586
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0.8811088
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0.8739957
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0.8726666
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