| 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
The Annals of Statistics | 2021-03-11 | Paper |
A double recursion for calculating moments of the truncated normal distribution and its connection to change detection
Methodology and Computing in Applied Probability | 2020-01-13 | Paper |
A sequential method for real-time detection of life-threatening signals in serum potassium level after myocardial infarction
Sequential Analysis | 2017-09-27 | Paper |
Sequential detection of a steady state
Sequential Analysis | 2016-05-12 | Paper |
Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures
Theory of Probability & Its Applications | 2013-06-12 | Paper |
Shewhart Revisited
Sequential Analysis | 2013-05-30 | Paper |
A stochastic dominance property common to the boy-or-girl paradox and the lottery
Statistics & Probability Letters | 2013-01-25 | Paper |
A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim
Statistical Methodology | 2012-10-19 | Paper |
Comparative reliability of verdicts
Management Science | 2012-02-19 | Paper |
On the first exit time of a nonnegative Markov process started at a quasistationary distribution
Journal of Applied Probability | 2011-07-08 | Paper |
Extreme(ly) mean(ingful): sequential formation of a quality group
The Annals of Applied Probability | 2010-12-27 | Paper |
Extreme(ly) mean(ingful): Sequential formation of a quality group
(available as arXiv preprint) | 2010-11-15 | Paper |
A robust changepoint detection method
Sequential Analysis | 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
Theory of Probability & Its Applications | 2010-04-26 | Paper |
| scientific article; zbMATH DE number 5629283 (Why is no real title available?) | 2009-11-11 | Paper |
scientific article; zbMATH DE number 5629283 (Why is no real title available?)
(available as arXiv preprint) | 2009-11-11 | Paper |
Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
Sequential Analysis | 2008-12-04 | Paper |
Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
Sequential Analysis | 2008-12-04 | Paper |
Beat the Mean: Sequential Selection by Better Than Average Rules
Journal of Applied Probability | 2008-04-30 | Paper |
Select sets: rank and file
The Annals of Applied Probability | 2008-01-18 | Paper |
On Optimality Properties of the Shiryaev-Roberts Procedure
(available as arXiv preprint) | 2007-10-31 | Paper |
Nonanticipating estimation applied to sequential analysis and changepoint detection
The Annals of Statistics | 2005-10-18 | Paper |
Surveillance of a Simple Linear Regression
Journal of the American Statistical Association | 2004-06-10 | Paper |
Detecting a change in regression: First-order optimality
The Annals of Statistics | 2001-07-03 | Paper |
| scientific article; zbMATH DE number 1487639 (Why is no real title available?) | 2000-08-10 | Paper |
A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations
The Annals of Applied Probability | 1999-11-23 | Paper |
A simple comparision of mixture vs. nonanticipating estimation
Sequential Analysis | 1999-01-01 | Paper |
A method of estimating the time of marital fertility decline and associated parameters
Mathematical Population Studies | 1997-09-10 | Paper |
Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution
The Annals of Statistics | 1997-08-28 | Paper |
A robust surveillance scheme for stochastically ordered alternatives
The Annals of Statistics | 1996-02-08 | Paper |
An efficient sequential nonparametric scheme for detecting a change of distribution
The Annals of Statistics | 1995-07-03 | Paper |
Detecting a change of a normal mean by dynamic sampling with a probability bound on a false alarm
The Annals of Statistics | 1994-04-26 | Paper |
A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection
American Journal of Mathematical and Management Sciences | 1993-10-18 | Paper |
Sequential detection of a change in a normal mean when the initial value is unknown
The Annals of Statistics | 1991-01-01 | Paper |
Average run lengths of an optimal method of detecting a change in distribution
The Annals of Statistics | 1987-01-01 | Paper |
Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes
Journal of Applied Probability | 1986-01-01 | Paper |
On the asymptotic formula for the probability of a type I error of mixture type power one tests
The Annals of Statistics | 1986-01-01 | Paper |
A Semi-Parametric Approach to Testing for Reliability Growth, with Application to Software Systems
IEEE Transactions on Reliability | 1986-01-01 | Paper |
Optimal detection of a change in distribution
The Annals of Statistics | 1985-01-01 | Paper |
A diffusion process and its applications to detecting a change in the drift of Brownian motion
Biometrika | 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
Journal of Statistical Planning and Inference | 1981-01-01 | Paper |
A stochastic ordering induced by a concept of positive dependence and monotonicity of asymptotic test sizes
The Annals of Statistics | 1980-01-01 | Paper |
A class of robust estimators
Communications in Statistics: Theory and Methods | 1979-01-01 | Paper |
Optimality and almost optimality of mixture stopping rules
The Annals of Statistics | 1978-01-01 | Paper |
The expected number of visits of a sequence of normal partial sums to each side of a boundary
Journal of Applied Probability | 1978-01-01 | Paper |
Approximations to the expected sample size of certain sequential tests
The Annals of Statistics | 1975-01-01 | Paper |
On equal distributions
The Annals of Statistics | 1973-01-01 | Paper |
A Note on Infinitely Divisible Random Vectors
Annals of Mathematical Statistics | 1972-01-01 | Paper |
