Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method
From MaRDI portal
Publication:5281427
DOI10.1109/TIT.2010.2048443zbMath1366.62092OpenAlexW2116846828WikidataQ118592522 ScholiaQ118592522MaRDI QIDQ5281427
Ansgar Steland, Mirosław Pawlak, Ewaryst Rafajłowicz
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
Nonparametric hypothesis testing (62G10) Detection theory in information and communication theory (94A13) Sequential statistical analysis (62L10)
Related Items (8)
Vertically Weighted Averages in Hilbert Spaces and Applications to Imaging: Fixed-Sample Asymptotics and Efficient Sequential Two-Stage Estimation ⋮ A control chart for variance based on squared ranks ⋮ Estimation of a jump point in random design regression ⋮ Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction ⋮ On nonparametric change point estimator based on empirical characteristic functions ⋮ Large parametric change-point detection by a V-box control chart ⋮ On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average ⋮ Structural breaks in time series
This page was built for publication: Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method
