| Publication | Date of Publication | Type |
|---|
| A rule of thumb: run lengths to false alarm of many types of control charts run in parallel on dependent streams are asymptotically independent | 2021-03-11 | Paper |
| A double recursion for calculating moments of the truncated normal distribution and its connection to change detection | 2020-01-13 | Paper |
| A sequential method for real-time detection of life-threatening signals in serum potassium level after myocardial infarction | 2017-09-27 | Paper |
| Sequential detection of a steady state | 2016-05-12 | Paper |
| Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures | 2013-06-12 | Paper |
| Shewhart Revisited | 2013-05-30 | Paper |
| A stochastic dominance property common to the boy-or-girl paradox and the lottery | 2013-01-25 | Paper |
| A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim | 2012-10-19 | Paper |
| Comparative Reliability of Verdicts | 2012-02-19 | Paper |
| On the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution | 2011-07-08 | Paper |
| Extreme(ly) mean(ingful): sequential formation of a quality group | 2010-12-27 | Paper |
| Extreme(ly) mean(ingful): Sequential formation of a quality group | 2010-11-15 | Paper |
| A Robust Changepoint Detection Method | 2010-07-13 | Paper |
| Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection | 2010-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3643297 | 2009-11-11 | Paper |
| Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple | 2008-12-04 | Paper |
| Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei | 2008-12-04 | Paper |
| Beat the Mean: Sequential Selection by Better Than Average Rules | 2008-04-30 | Paper |
| Select sets: rank and file | 2008-01-18 | Paper |
| On Optimality Properties of the Shiryaev-Roberts Procedure | 2007-10-31 | Paper |
| Nonanticipating estimation applied to sequential analysis and changepoint detection | 2005-10-18 | Paper |
| Surveillance of a Simple Linear Regression | 2004-06-10 | Paper |
| Detecting a change in regression: First-order optimality | 2001-07-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4494124 | 2000-08-10 | Paper |
| A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations | 1999-11-23 | Paper |
| A simple comparision of mixture vs. nonanticipating estimation | 1999-01-01 | Paper |
| A method of estimating the time of marital fertility decline and associated parameters | 1997-09-10 | Paper |
| Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution | 1997-08-28 | Paper |
| A robust surveillance scheme for stochastically ordered alternatives | 1996-02-08 | Paper |
| An efficient sequential nonparametric scheme for detecting a change of distribution | 1995-07-03 | Paper |
| Detecting a change of a normal mean by dynamic sampling with a probability bound on a false alarm | 1994-04-26 | Paper |
| A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection | 1993-10-18 | Paper |
| Sequential detection of a change in a normal mean when the initial value is unknown | 1991-01-01 | Paper |
| Average run lengths of an optimal method of detecting a change in distribution | 1987-01-01 | Paper |
| On the asymptotic formula for the probability of a type I error of mixture type power one tests | 1986-01-01 | Paper |
| A Semi-Parametric Approach to Testing for Reliability Growth, with Application to Software Systems | 1986-01-01 | Paper |
| Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes | 1986-01-01 | Paper |
| Optimal detection of a change in distribution | 1985-01-01 | Paper |
| A diffusion process and its applications to detecting a change in the drift of Brownian motion | 1985-01-01 | Paper |
| On Sequential Detection of a Shift in the Probability of a Rare Event | 1983-01-01 | Paper |
| A comparison of the independent-samples t-test and the paired-samples t- test when the observations are nonnegatively correlated pairs | 1981-01-01 | Paper |
| A stochastic ordering induced by a concept of positive dependence and monotonicity of asymptotic test sizes | 1980-01-01 | Paper |
| A class of robust estimators | 1979-01-01 | Paper |
| Optimality and almost optimality of mixture stopping rules | 1978-01-01 | Paper |
| The expected number of visits of a sequence of normal partial sums to each side of a boundary | 1978-01-01 | Paper |
| Approximations to the expected sample size of certain sequential tests | 1975-01-01 | Paper |
| On equal distributions | 1973-01-01 | Paper |
| A Note on Infinitely Divisible Random Vectors | 1972-01-01 | Paper |
