Empirical Bayes detection of a change in distribution
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Publication:1817392
DOI10.1007/BF00054787zbMATH Open0936.62089MaRDI QIDQ1817392FDOQ1817392
Authors: Rohana J. Karunamuni, Shunpu Zhang 
Publication date: 18 May 2000
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Recommendations
Applications of statistics in engineering and industry; control charts (62P30) Empirical decision procedures; empirical Bayes procedures (62C12) Optimal stopping in statistics (62L15)
Cites Work
- Optimal detection of a change in distribution
- On Optimum Methods in Quickest Detection Problems
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- The Empirical Bayes Approach to Statistical Decision Problems
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- On empirical Bayes testing with sequential components
- Asymptotic optimality of Bayes compound estimators in compact exponential families
- Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
- On the Detection of Disorder in a Manufacturing Process. I.
- On a Quickest Detection Problem
- Optimality of the one step look-ahead stopping times
Cited In (7)
- Empirical Bayes with a changing prior
- BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE
- Model misspecification in discrete time Bayesian online change detection
- On the optimality of Bayesian change-point detection
- Monitoring distributional changes of squared residuals in GARCH models
- On the Bayesian sequential change-point detection
- Detection of changes of a multinomial process where the probability structure before and after the change is unknown
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