An extension of a change-point problem

DOI10.1080/02331880802395930zbMath1278.62020WikidataQ58322527 ScholiaQ58322527MaRDI QIDQ3396483

Albert Vexler, Chengqing Wu, Enrique F. Schisterman, Brian W. Whitcomb, Aiyi Liu

Publication date: 18 September 2009

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880802395930

zbMATH Keywords

classification; likelihood ratio; martingale; change-point; CUSUM statistics; limit of detection; martingale transforms; Doob decomposition; Shiryayev-Roberts statistics

Mathematics Subject Classification ID

62L10: Sequential statistical analysis

62C25: Compound decision problems in statistical decision theory

Related Items

Generalized Poisson integer-valued autoregressive processes with structural changes, Density-Based Empirical Likelihood Ratio Change Point Detection Policies, Retrospective Change Point Detection: From Parametric to Distribution Free Policies

Uses Software

• NADA

Cites Work

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