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  • The paper concerns nonparametric sequential procedures for detection of changes in distribution in series of observations to dependent observations. This a partial survey of procedures based on either ranks or empirical distribution functions or empirical characteristic functions when training (historical) sample is available. The main focus is on independent observations but their extensions to dependent ones are discussed. Theoretical results are accompanied by a simulation study. The results can be extended some a more general models.
  • The paper concerns nonparametric sequential procedures for detection of changes in distribution in series of observations to dependent observations. This a partial survey of procedures based on either ranks or empirical distribution functions or empirical characteristic functions when training (historical) sample is available. The main focus is on independent observations but their extensions to dependent ones are discussed. Theoretical results are accompanied by a simulation study. The results can be extended some a more general models. (en)
Title
  • Nonparametric sequential monitoring
  • Nonparametric sequential monitoring (en)
skos:prefLabel
  • Nonparametric sequential monitoring
  • Nonparametric sequential monitoring (en)
skos:notation
  • RIV/00216208:11320/12:10125078!RIV13-GA0-11320___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • I, P(GA201/09/0755)
http://linked.open...iv/cisloPeriodika
  • neuveden
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 154422
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/12:10125078
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • empirical distribution functions; empirical characteristic functions; change in distribution (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • US - Spojené státy americké
http://linked.open...ontrolniKodProRIV
  • [6EA45938ABC3]
http://linked.open...i/riv/nazevZdroje
  • Sequential Analysis
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 31
http://linked.open...iv/tvurceVysledku
  • Hušková, Marie
  • Hlávka, Zdeněk
issn
  • 0747-4946
number of pages
http://localhost/t...ganizacniJednotka
  • 11320
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