Monitoring for a change point in a sequence of distributions
DOI10.1214/20-AOS2036zbMATH Open1480.62082MaRDI QIDQ2054495FDOQ2054495
Authors: Lajos Horváth, Shixuan Wang, Piotr Kokoszka 
Publication date: 3 December 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/annals-of-statistics/volume-49/issue-4/Monitoring-for-a-change-point-in-a-sequence-of-distributions/10.1214/20-AOS2036.full
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Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Order statistics; empirical distribution functions (62G30)
Cites Work
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Cited In (9)
- Monitoring persistent change in a heavy-tailed sequence with polynomial trends
- Monitoring shifts in mean: asymptotic normality of stopping times
- Functional Outlier Detection for Density-Valued Data with Application to Robustify Distribution-to-Distribution Regression
- Exponential concentration for geometric-median-of-means in non-positive curvature spaces
- Monitoring mean and variance change-points in long-memory time series
- A new approach for open‐end sequential change point monitoring
- Title not available (Why is that?)
- Detection and localization of changes in a panel of densities
- Loss function-based change point detection in risk measures
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