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- W1573569110 abstract "Suppose X, X2, ? ? ? are independent observations, having an unknown continuous initial distribution, possibly becoming stochastically larger after an unknown point of time v. We develop a nonparametric detection scheme which has 100% asymptotic relative efficiency for detecting a change of scale of exponential observations. We apply the scheme to detection of change of the residual variance in a regression model. We use the scheme to construct a very effective method for detecting a change of the success probability ? of a Bernoulli process with unknown baseline." @default.
- W1573569110 created "2016-06-24" @default.
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- W1573569110 date "1994-01-01" @default.
- W1573569110 modified "2023-09-27" @default.
- W1573569110 title "An efficient nonparametric detection scheme and its application to surveillance of a Bernoulli process with unknown baseline" @default.
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- W1573569110 doi "https://doi.org/10.1214/lnms/1215463111" @default.
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