Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families

DOI10.1007/978-3-319-50986-0_13zbMath1383.62156OpenAlexW2766135978MaRDI QIDQ4609021

Hong Zhou, P. K. Bhattacharya

Publication date: 29 March 2018

Published in: From Statistics to Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-50986-0_13

zbMATH Keywords

detecting small changesnonparametric stopping rules

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Nonparametric inference (62G99)

Related Items (1)

On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimal stopping times for detecting changes in distributions
• A nonparametric control chart for detecting small disorders
• A maximal inequality for nonnegative submartingales
• A generalized cusum procedure for sequential detection of change-point in a parametric family when the initial parameter is unknown
• Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
• Martingale Central Limit Theorems
• Procedures for Reacting to a Change in Distribution
• CONTINUOUS INSPECTION SCHEMES

This page was built for publication: Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families