We propose nonparametric open-end sequential testing procedures 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 univariate observations. A short data example concludes the work.
翻译:我们建议采用非对称开放端连续测序程序,以探测多种变量观测当代分布功能的各种变化。从理论上讲,对无症状特性的调查没有固定性,也没有固定性。蒙特卡洛实验显示,在连续的单项观测中,它们有良好的有限抽样行为。一个简短的数据实例结束这项工作。