An Optimal Retrospective Change Point Detection Policy
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DOI: 10.1111/j.1467-9469.2008.00636.x
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References listed on IDEAS
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- Du, Lilun & Wen, Mengtao, 2023. "False discovery rate approach to dynamic change detection," Journal of Multivariate Analysis, Elsevier, vol. 198(C).
- Frisén, Marianne & Andersson, Eva & Schiöler, Linus, 2009. "Sufficient reduction in multivariate surveillance," Research Reports 2009:2, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Chioneso S. Marange & Yongsong Qin & Raymond T. Chiruka & Jesca M. Batidzirai, 2023. "A Blockwise Empirical Likelihood Test for Gaussianity in Stationary Autoregressive Processes," Mathematics, MDPI, vol. 11(4), pages 1-20, February.
- Albert Vexler & Wan-Min Tsai & Alan D. Hutson, 2014. "A Simple Density-Based Empirical Likelihood Ratio Test for Independence," The American Statistician, Taylor & Francis Journals, vol. 68(3), pages 158-169, February.
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