A Less Sensitive Linear Detector for the Change Point Based on Kernel Smoothing Method.
Metrika, Tome 43 (1996) no. 3, pp. 43-56
Cet article a éte moissonné depuis la source European Digital Mathematics Library
Mots-clés :
average delay time, CUSUM procedure, EWMA procedure, efficiency, change point, linear kernel smoother, Shiryayev-Roberts procedures, FMA procedure
@article{MET_1996__43_3_176632,
author = {Yanhong Wu},
title = {A {Less} {Sensitive} {Linear} {Detector} for the {Change} {Point} {Based} on {Kernel} {Smoothing} {Method.}},
journal = {Metrika},
pages = {43--56},
year = {1996},
volume = {43},
number = {3},
zbl = {0876.62045},
url = {http://geodesic.mathdoc.fr/item/MET_1996__43_3_176632/}
}
Yanhong Wu. A Less Sensitive Linear Detector for the Change Point Based on Kernel Smoothing Method.. Metrika, Tome 43 (1996) no. 3, pp. 43-56. http://geodesic.mathdoc.fr/item/MET_1996__43_3_176632/