A0207
Title: Open-end monitoring for multivariate observations sensitive to all types of changes in the distribution function
Authors: Mark Holmes - University of Melbourne (Australia)
Ivan Kojadinovic - CNRS UMR 5142 LMA University of Pau (France) [presenting]
Alex Verhoijsen - University of Pau (France)
Abstract: Nonparametric open-end sequential testing procedures are proposed based on the empirical distribution function that can detect all types of changes in the contemporary distribution function of 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 low-dimensional observations. A short data example concludes the presentation.
