On the average run length to false alarm in surveillance problems which possess an invariance structure (Q1807112): Difference between revisions

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+https://doi.org/10.1214/aos/1024691095
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+W2033565725
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+Q4494124
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+An efficient sequential nonparametric scheme for detecting a change of distribution
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+A robust surveillance scheme for stochastically ordered alternatives
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+Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution
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+Q4845376
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+Q3210030
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+Average run lengths of an optimal method of detecting a change in distribution
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+Sequential detection of a change in a normal mean when the initial value is unknown
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+Using the generalized likelihood ratio statistic for sequential detection of a change-point
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+A note on the run length of false alarm of a change-point detection policy
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