Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
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Publication:3396404
DOI10.1080/07474940903041605zbMath1170.62059OpenAlexW1982396721MaRDI QIDQ3396404
Publication date: 18 September 2009
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940903041605
likelihood ratiomonitoringchange pointon-line detectionmultivariate surveillanceminimum expected delay
Sequential statistical methods (62L99) Statistical decision theory (62C99) Optimal stopping in statistics (62L15) Applications of statistics (62Pxx)
Related Items (12)
The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change ⋮ Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences ⋮ Sequential algorithms for moving anomaly detection in networks ⋮ Multivariate outbreak detection ⋮ Accurate Tests and Intervals Based on Multivariate CUSUM Statistics ⋮ Control charts for the Pareto distribution ⋮ Shewhart’s Idea of Predictability and Modern Statistics ⋮ ARL estimation of the control chart of log likelihood ratios' sum for Markov sequence ⋮ Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev ⋮ Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change ⋮ Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems ⋮ Semiparametric Surveillance of Monotonic Changes
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