Detecting a change in regression: First-order optimality
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Publication:1583892
DOI10.1214/AOS/1017939243zbMATH Open0963.62077OpenAlexW1986537892MaRDI QIDQ1583892FDOQ1583892
Authors: B. Yakir, Abba M. Krieger, Moshe Pollak 
Publication date: 3 July 2001
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1017939243
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Cites Work
- Optimal stopping times for detecting changes in distributions
- Title not available (Why is that?)
- Procedures for Reacting to a Change in Distribution
- Decision theoretic optimality of the cusum procedure
- Optimal detection of a change in distribution
- A diffusion process and its applications to detecting a change in the drift of Brownian motion
- A note on optimal detection of a change in distribution
- Asymptotically optimal ditiction of a change in a linear model
- A lower bound on the ARL to detection of a change with a probability constraint on false alarm
Cited In (17)
- A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences
- Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression
- Guaranteed maximum likelihood splitting tests of a linear regression model
- Guaranteed testing for epidemic changes of a linear regression model
- Optimal Surveillance Based on Exponentially Weighted Moving Averages
- Sequential change-point detection: computation versus statistical performance
- Optimal sequential kernel detection for dependent processes
- Comparative performance analysis of the cumulative sum chart and the Shiryaev-Roberts procedure for detecting changes in autocorrelated data
- Random Walks with Drift – A Sequential Approach
- Sequential change-point detection when unknown parameters are present in the pre-change distribution
- Is Average Run Length to False Alarm Always an Informative Criterion?
- Martingale Type Statistics Applied to Change Points Detection
- Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
- Jump estimation in inverse regression
- Change point problems in the model of logistic regression
- Statistical Surveillance. Optimality and Methods
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
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