A less sensitive linear detector for the change point based on kernel smoothing method

Yanhong Wu

Metrika: International Journal for Theoretical and Applied Statistics, 1996, vol. 43, issue 1, 43-55

Keywords: Average delay time; CUSUM procedure; EWMA procedure; Shiryayev-Roberts procedure; Efficiency (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/BF02613896

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