On the average run length to false alarm in surveillance problems which possess an invariance structure

DOI10.1214/AOS/1024691095zbMATH Open0932.62090OpenAlexW2033565725MaRDI QIDQ1807112FDOQ1807112

Authors: B. Yakir 

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691095

Recommendations

• Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution
• Is Average Run Length to False Alarm Always an Informative Criterion?
• A note on the run length of false alarm of a change-point detection policy
• Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei

zbMATH Keywords

change-point detectioncontrol chartsquality controlinvariant statistics

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

Cites Work

• Title not available (Why is that?)
• Using the generalized likelihood ratio statistic for sequential detection of a change-point
• Title not available (Why is that?)
• Average run lengths of an optimal method of detecting a change in distribution
• An efficient sequential nonparametric scheme for detecting a change of distribution
• Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution
• A robust surveillance scheme for stochastically ordered alternatives
• Title not available (Why is that?)
• Sequential detection of a change in a normal mean when the initial value is unknown
• A note on the run length of false alarm of a change-point detection policy

Cited In (15)

• A note on the run length of false alarm of a change-point detection policy
• An optimal approach for hypothesis testing in the presence of incomplete data
• Guaranteed maximum likelihood splitting tests of a linear regression model
• The cost of false alarms in Hellman and rainbow tradeoffs
• Aspects on the control of false alarms in statistical surveillance and the impact on the return of financial decision systems
• Sequential change-point detection when unknown parameters are present in the pre-change distribution
• A rule of thumb: run lengths to false alarm of many types of control charts run in parallel on dependent streams are asymptotically independent
• False discovery rate approach to dynamic change detection
• Set estimation and nonparametric detection.
• Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
• Change point problems in the model of logistic regression
• An optimal retrospective change point detection policy
• An extension of a change-point problem
• Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
• Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei

This page was built for publication: On the average run length to false alarm in surveillance problems which possess an invariance structure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1807112)