Retrospective Change Point Detection: From Parametric to Distribution Free Policies (Q3577215)

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Retrospective Change Point Detection: From Parametric to Distribution Free Policies
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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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