On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution (Q620556): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3370
@@ Property / arXiv ID: 0904.3370 / rank @@
+Normal rank
@@ Property / cites work @@
+Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings
+Normal rank
@@ Property / cites work @@
+Q5727090
@@ Property / cites work: Q5727090 / rank @@
+Normal rank
@@ Property / cites work @@
+Comments on: ``A note on optimal detection of a change in distribution'', by Benjamin Yakir
+Normal rank
@@ Property / cites work @@
+Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
+Normal rank
@@ Property / cites work @@
+A numerical approach to performance analysis of quickest change-point detection procedures
+Normal rank
@@ Property / cites work @@
+Optimal detection of a change in distribution
@@ Property / cites work: Optimal detection of a change in distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Average run lengths of an optimal method of detecting a change in distribution
+Normal rank
@@ Property / cites work @@
+Q3643297
@@ Property / cites work: Q3643297 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3845705
@@ Property / cites work: Q3845705 / rank @@
+Normal rank
@@ Property / cites work @@
+On Optimum Methods in Quickest Detection Problems
@@ Property / cites work: On Optimum Methods in Quickest Detection Problems / rank @@
+Normal rank
@@ Property / cites work @@
+A note on optimal detection of a change in distribution
+Normal rank
@@ Property / OpenAlex ID @@
+W2086012759
@@ Property / OpenAlex ID: W2086012759 / rank @@
+Normal rank