Empirical Bayes detection of a change in distribution

DOI10.1007/BF00054787MaRDI QIDQ1817392zbMATHFDO

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)

zbMATH Keywords

change pointsempirical Bayesstatistical process controlBayes sequential rules

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Empirical decision procedures; empirical Bayes procedures (62C12) Optimal stopping in statistics (62L15)

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• On the Bayesian sequential change-point detection
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Cites work

• scientific article; zbMATH DE number 3124366 (Why is no real title available?)
• scientific article; zbMATH DE number 3898058 (Why is no real title available?)
• scientific article; zbMATH DE number 3202022 (Why is no real title available?)
• scientific article; zbMATH DE number 3205002 (Why is no real title available?)
• 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 Optimum Methods in Quickest Detection Problems
• On a Quickest Detection Problem
• On empirical Bayes testing with sequential components
• On the Detection of Disorder in a Manufacturing Process. I.
• Optimal detection of a change in distribution
• Optimality of the one step look-ahead stopping times
• The Empirical Bayes Approach to Statistical Decision Problems

Cited in

(7)

• Model misspecification in discrete time Bayesian online change detection
• Monitoring distributional changes of squared residuals in GARCH models
• Detection of changes of a multinomial process where the probability structure before and after the change is unknown
• On the optimality of Bayesian change-point detection
• BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE
• On the Bayesian sequential change-point detection
• Empirical Bayes with a changing prior

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