论文标题
基于经验分布函数的多元观察的多功能开放式监控程序
Multi-purpose open-end monitoring procedures for multivariate observations based on the empirical distribution function
论文作者
论文摘要
我们提出了非参数开放式顺序测试程序，可以检测可能多元观测值的当代分布功能中的所有类型的变化。理论上在平稳性和平稳性替代方案下对它们的渐近性质进行了研究。在连续的单变量，双变量和三分化观测的情况下，蒙特卡洛实验揭示了其良好的有限样本行为。一个简短的数据示例总结了这项工作。
We propose nonparametric open-end sequential testing procedures that can detect all types of changes in the contemporary distribution function of possibly multivariate observations. Their asymptotic properties are theoretically investigated under stationarity and under alternatives to stationarity. Monte Carlo experiments reveal their good finite-sample behavior in the case of continuous univariate, bivariate and trivariate observations. A short data example concludes the work.
