论文信息 - An adaptation of Page’s CUSUM test for change detection

An adaptation of Page’s CUSUM test for change detection

SummaryPage’s CUSUM test for detecting change in a sequence of independent observations is extended to the general parametric model involving nuisance parameters. The test statistic is the standardized efficient score vector. The model of nested random effects is analyzed in detail.

Edit Gombay | Daniel Serban

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