U-statistics for sequential change detection |
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Authors: | Edit Gombay |
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Affiliation: | (1) Department of Mathematical Sciences, University of Alberta, Edmonton, Alberta T6G 2G1, Canada (e-mail: egombay@gpu.srv.ualberta.ca), CA |
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Abstract: | Large sample approximations for sequential U-statistics using anti-symmetric kernels are considered both under no-change and change hypotheses. These new approximations make it easy to perform sequential tests. Received: November 1999 |
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Keywords: | AMS 1991 subject classification: primary 62G20 secondary 60F05 62G10. |
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