Density-Based Empirical Likelihood Ratio Change Point Detection Policies

DOI10.1080/03610918.2010.512692zbMath1205.62056MaRDI QIDQ3072401

Albert Vexler, Gregory Gurevich

Publication date: 3 February 2011

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2010.512692

zbMATH Keywords

tables; CUSUM; empirical likelihood; nonparametric tests; change point; sample entropy; Shiryayev-Roberts procedure

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62F03: Parametric hypothesis testing

62G30: Order statistics; empirical distribution functions

65C05: Monte Carlo methods

62E17: Approximations to statistical distributions (nonasymptotic)

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