BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE (Q2758215): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5609896 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3940686 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Procedures for Reacting to a Change in Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stopping times for detecting changes in distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONTINUOUS INSPECTION SCHEMES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal detection of a change in distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decision theoretic optimality of the cusum procedure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4172681 / rank
 
Normal rank

Latest revision as of 20:38, 3 June 2024

scientific article
Language Label Description Also known as
English
BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE
scientific article

    Statements

    BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE (English)
    0 references
    0 references
    5 May 2003
    0 references
    change-point
    0 references
    hazard function
    0 references
    Markov sequence
    0 references
    payoff function
    0 references
    sequential detection
    0 references

    Identifiers