An Optimal Retrospective Change Point Detection Policy (Q3552972)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Optimal Retrospective Change Point Detection Policy |
scientific article |
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An Optimal Retrospective Change Point Detection Policy (English)
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22 April 2010
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Shiryayev-Roberts statistic
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average most powerful test
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a-posteriori change point detection
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