Dynamic sampling policy for detecting a change in distribution, with a probability bound on false alarm

DOI10.1214/AOS/1069362317zbMath0880.62084OpenAlexW2003774790MaRDI QIDQ1354545

Benjamin Yakir

Publication date: 5 February 1998

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

Full work available at URL: https://doi.org/10.1214/aos/1069362317

zbMATH Keywords

control chartschange point detectiondynamic sampling

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

Related Items (7)

Discord Detection For A Process With A Predefined Interval Of Observations ⋮ On detecting jumps in time series: nonparametric setting ⋮ Author's Responses ⋮ Data-Efficient Quickest Change Detection with On–Off Observation Control ⋮ Parametric versus nonparametric tolerance regions in detection problems ⋮ Quickest detection with exponential penalty for delay ⋮ Nonparametric adaptive change point estimation and on line detection

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