A note on optimal detection of a change in distribution
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Publication:1374229
DOI10.1214/aos/1069362390zbMath0942.62088OpenAlexW2042864301MaRDI QIDQ1374229
Publication date: 24 August 2000
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1069362390
Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)
Related Items (15)
On detecting jumps in time series: nonparametric setting ⋮ Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time ⋮ Unnamed Item ⋮ On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution ⋮ ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH ⋮ Asymptotic operating characteristics of an optimal change point detection in hidden Markov models ⋮ Optimal sequential kernel detection for dependent processes ⋮ Comments on: ``A note on optimal detection of a change in distribution, by Benjamin Yakir ⋮ Monitoring for a change point in a sequence of distributions ⋮ Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models ⋮ Detecting a change in regression: First-order optimality ⋮ Evaluations of likelihood ratio methods for surveillance. ⋮ Optimal Surveillance Based on Exponentially Weighted Moving Averages ⋮ Imperfect surveillance schemes for detecting a change in the distribution of a stationary process. the markovian case ⋮ Detection of disorder before an observable event
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