Estimated quantiles for the open-end nonparametric sequential
change-point detection tests described in
seqOpenEndCpDist. More details can be found in the
list of 6 elements. The first 5 are arrays containing
the estimated 90%, 95% and 99% quantiles necessary for carrying out
the sequential tests described in
last element is a list containing the estimated 90%, 95% and 99%
quantiles as well as other estimated parameters necessary for carrying
out the sequential test described in
J. Gösmann, T. Kley and H. Dette (2021), A new approach for open-end sequential change point monitoring, Journal of Time Series Analysis 42:1, pages 63-84, https://arxiv.org/abs/1906.03225.
M. Holmes and I. Kojadinovic (2021), Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic, Electronic Journal of Statistics 15:1, pages 2288-2335, doi: 10.1214/21-EJS1840.
L. Horváth, M. Hušková, P. Kokoszka and J. Steinebach (2004). Monitoring changes in linear models. Journal of Statistical Planning and Inference 126, pages 225-251.
M. Holmes, I. Kojadinovic and A. Verhoijsen (2022), Multi-purpose open-end monitoring procedures for multivariate observations based on the empirical distribution function, 45 pages, https://arxiv.org/abs/2201.10311.
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