Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method

DOI10.1109/TIT.2010.2048443MaRDI QIDQ5281427zbMATH OpenOpenAlexWikidataFDO

Authors Ewaryst Rafajłowicz, M. Pawlak, Ansgar Steland

Publication date 27 July 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2010.2048443

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10) Detection theory in information and communication theory (94A13)

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Cited in

(8)

• On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average
• Large parametric change-point detection by a V-box control chart
• Structural breaks in time series
• Vertically weighted averages in Hilbert spaces and applications to imaging: fixed-sample asymptotics and efficient sequential two-stage estimation
• Sequential data-adaptive bandwidth selection by cross-validation for nonparametric prediction
• A control chart for variance based on squared ranks
• On nonparametric change point estimator based on empirical characteristic functions
• Estimation of a jump point in random design regression

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