Nonparametric sequential change-point detection by a vertically trimmed box method

IEEE Transactions on Information Theory

Volumn 56, Issue 7, 2010, Pages 3621-3634

  Rafajlowicz, Ewaryst ^a   Pawlak, Miroslaw ^b   Steland, Ansgar ^c  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

^b UNIVERSITY OF MANITOBA   (Canada)

^c RWTH AACHEN UNIVERSITY   (Germany)

Author keywords

Average run length; Change in mean; Change point; Exponential bounds

Indexed keywords

APRIORI; AVERAGE RUN LENGTHS; BOX SIZES; CHANGE-POINTS; CONTROL CHARTS; DATA DISTRIBUTION; DETECTION TECHNIQUE; EXPONENTIAL BOUNDS; NON-PARAMETRIC; NONPARAMETRIC DETECTION; NUMBER OF DATUM; RUN LENGTH; SEQUENTIAL CHANGES; SEQUENTIAL DETECTION; SHEWHART CHART; SIMULATION STUDIES; STATISTICAL PROPERTIES; THEORETICAL RESULT; TUNING PARAMETER; UNOBSERVABLE; ZERO DELAY;

TUNING;

DISTRIBUTION FUNCTIONS;

EID: 77953761283     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2010.2048443     Document Type: Article

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