论文信息 - A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem

A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem

The problem of testing whether there is a change in location in a sequence of random variables that are taken over time was discussed in several papers. In this paper we develop a conservative nonparametric distribution - free confidence bound for the amount of shift and give some Monte Carlo results to show how conservative the bound is.

Edna Schechtman

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