U-Statistics in Sequential Tests and Change Detection
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Publication:3155689
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Cites work
- U-statistics for change under alternatives
- U-statistics for sequential change detection.
- A Class of Statistics with Asymptotically Normal Distribution
- A limit theorem for the maximum of normalized sums of independent random variables
- A nonparametric control chart for detecting small disorders
- Almost sure behaviour of U-statistics and von Mises differentiable statistical functions
- Asymptotic results for stopping times based on u-statistics
- Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis
- Boundary Crossing Probabilities for the Wiener Process and Sample Sums
- Comparison of U-statistics in the change-point problem and in sequential change detection
- Convergence rates of sequential confidence intervals and tests for the mean of a u-statistic
- Detection of a “Disorder” in a Wiener Process
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- Invariance principles for changepoint problems
- Invariance principles for stochastic area and related stochastic integrals
- ON A SEQUENTIAL t-TEST
- ON A TWO-SIDED SEQUENTIAL t-TEST
- On the invariance principle for U-statistics
- Sequential Change-Point Detection and Estimation
- Sequential forms of the log rank and modified Wilcoxon tests for censored data
- Sequential simultaneous estimation of the mean and variance: The rate of convergence
- SOME FURTHER REMARKS ON INEQUALITIES FOR SAMPLE SUMS
- Statistical Methods Related to the Law of the Iterated Logarithm
- Stopping Time of a Rank-Order Sequential Probability Ratio Test Based on Lehmann Alternatives
- Testing for change-points with rank and sign statistics
- The weighted sequential likelihood ratio
- Weak Convergence of U-Statistics and Von Mises' Differentiable Statistical Functions
Cited in
(10)- Asymptotics of Studentized \(U\)-type processes for changepoint problems
- Stein's method of exchangeable pairs in multivariate functional approximations
- Functional convergence of sequential \(U\)-processes with size-dependent kernels
- Monitoring distributional changes of squared residuals in GARCH models
- scientific article; zbMATH DE number 4169898 (Why is no real title available?)
- scientific article; zbMATH DE number 2152214 (Why is no real title available?)
- Sequential change point tests based on \(U\)-statistics
- Comparison of U-statistics in the change-point problem and in sequential change detection
- U-statistics for change under alternatives
- U-statistics for sequential change detection.
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