Optimal sequential detection in multi-stream data

DOI10.1214/17-AOS1546zbMath1388.62127arXiv1506.08504MaRDI QIDQ134124

Hock Peng Chan, Hock Peng Chan

Publication date: 1 December 2017

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.08504

zbMATH Keywords

CUSUMstopping ruledetectabilityaverage run lengthmixture likelihood ratio

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10)

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