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

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