Isolating changed panels and estimating common change point after sequential detection with FDR control (Q5042197): Difference between revisions

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scientific article; zbMATH DE number 7603864

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English	Isolating changed panels and estimating common change point after sequential detection with FDR control	scientific article; zbMATH DE number 7603864

Statements

instance of

scholarly article

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title

Isolating changed panels and estimating common change point after sequential detection with FDR control (English)

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author

Yanhong Wu

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published in

Communications in Statistics - Simulation and Computation

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publication date

18 October 2022

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zbMATH Keywords

common change

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CUSUM and SR procedure

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FDR and FNR

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isolation of changed panel

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610918.2020.1795194

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cites work

Common breaks in means and variances for panel data

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Multiple Hypothesis Tests Controlling Generalized Error Rates for Sequential Data

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Q4322338

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Optimal sequential detection in multi-stream data

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Darling-Erdős limit results for change-point detection in panel data

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Sequential tests controlling generalized familywise error rates

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Change‐point detection in panel data

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Estimating a common deterministic time trend break in large panels with cross sectional dependence

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Changepoint in dependent and non-stationary panels

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Efficient scalable schemes for monitoring a large number of data streams

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Changepoint estimation for dependent and non-stationary panels.

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Average run lengths of an optimal method of detecting a change in distribution

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Sequential algorithms for moving anomaly detection in networks

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Sequential multiple testing with generalized error control: an asymptotic optimality theory

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Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean

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Evaluatiok of optimum weights and average run lenghts in ewma control schemes

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Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems

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Supplementary score test for sparse signals in large-scale truncated one-sided sequential tests

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A combined SR-CUSUM procedure for detecting common changes in panel data

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Estimation of common change point and isolation of changed panels after sequential detection

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Sequential multi-sensor change-point detection

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Identifiers

DOI

10.1080/03610918.2020.1795194

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Common breaks in means and variances for panel data
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+Multiple Hypothesis Tests Controlling Generalized Error Rates for Sequential Data
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+Optimal sequential detection in multi-stream data
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+Normal rank
@@ Property / cites work @@
+Darling-Erdős limit results for change-point detection in panel data
+Normal rank
@@ Property / cites work @@
+Sequential tests controlling generalized familywise error rates
+Normal rank
@@ Property / cites work @@
+Change‐point detection in panel data
@@ Property / cites work: Change‐point detection in panel data / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating a common deterministic time trend break in large panels with cross sectional dependence
+Normal rank
@@ Property / cites work @@
+Changepoint in dependent and non-stationary panels
+Normal rank
@@ Property / cites work @@
+Efficient scalable schemes for monitoring a large number of data streams
+Normal rank
@@ Property / cites work @@
+Changepoint estimation for dependent and non-stationary panels.
+Normal rank
@@ Property / cites work @@
+Average run lengths of an optimal method of detecting a change in distribution
+Normal rank
@@ Property / cites work @@
+Sequential algorithms for moving anomaly detection in networks
+Normal rank
@@ Property / cites work @@
+Sequential multiple testing with generalized error control: an asymptotic optimality theory
+Normal rank
@@ Property / cites work @@
+Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
+Normal rank
@@ Property / cites work @@
+Evaluatiok of optimum weights and average run lenghts in ewma control schemes
+Normal rank
@@ Property / cites work @@
+Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
+Normal rank
@@ Property / cites work @@
+Supplementary score test for sparse signals in large-scale truncated one-sided sequential tests
+Normal rank
@@ Property / cites work @@
+A combined SR-CUSUM procedure for detecting common changes in panel data
+Normal rank
@@ Property / cites work @@
+Estimation of common change point and isolation of changed panels after sequential detection
+Normal rank
@@ Property / cites work @@
+Sequential multi-sensor change-point detection
@@ Property / cites work: Sequential multi-sensor change-point detection / rank @@
+Normal rank
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