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Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic

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https://hal-univ-pau.archives-ouvertes.fr/hal-03229926
Contributor : Ivan Kojadinovic <>
Submitted on : Wednesday, May 19, 2021 - 1:03:23 PM
Last modification on : Tuesday, June 22, 2021 - 3:53:06 AM

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Mark Holmes, Ivan Kojadinovic. Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic. Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2021, 15 (1), ⟨10.1214/21-EJS1840⟩. ⟨hal-03229926⟩

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